-14.4%
GEHC vs RBA
-28.4%
+14.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.0% | -1.0% | -2.6% |
| 7D | -5.2% | -1.1% | -4.1% | -4.9% |
| 30D | -7.0% | -13.2% | +6.3% | -3.8% |
| 3M | +3.3% | -21.4% | +24.7% | +8.1% |
| 6M | -10.0% | -20.9% | +10.9% | -6.4% |
| YTD | -18.5% | -19.9% | +1.4% | -17.2% |
| 1Y | -14.4% | -28.7% | +14.3% | -7.0% |
| All | -14.4% | -28.4% | +14.0% | -7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded RBA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling