+15.5%
GEHC vs RBA
+57.8%
-42.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.6% | -1.3% |
| 7D | -4.0% | -2.9% | -1.1% | -3.1% |
| 30D | -2.0% | -12.3% | +10.3% | +2.1% |
| 3M | +8.0% | -20.5% | +28.5% | +15.1% |
| 6M | -12.8% | -18.5% | +5.8% | -7.9% |
| YTD | -15.9% | -18.2% | +2.3% | -12.0% |
| 1Y | -6.9% | -27.5% | +20.6% | +1.7% |
| 3Y | 0.0% | +38.1% | -38.1% | -9.1% |
| All | +15.5% | +57.8% | -42.3% | -0.7% |
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