+38.2%
GEHC vs RBA
+76.6%
-38.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.2% |
| 7D | +7.6% | +4.3% | +3.3% | +6.2% |
| 30D | +27.5% | +16.3% | +11.1% | +21.4% |
| 3M | +17.2% | +1.3% | +15.9% | +16.5% |
| 6M | +33.6% | -11.1% | +44.7% | +37.2% |
| YTD | +0.6% | -8.5% | +9.1% | +1.5% |
| 1Y | +11.3% | -2.1% | +13.4% | +9.5% |
| 3Y | +16.5% | +44.6% | -28.1% | +3.4% |
| All | +38.2% | +76.6% | -38.4% | +14.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling