-25.3%
GEHC vs RBRK
+124.5%
-149.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.1% | -0.2% |
| 7D | -7.2% | -7.5% | +0.3% | -6.4% |
| 30D | -11.6% | -10.4% | -1.1% | -10.8% |
| 3M | -0.8% | +21.3% | -22.1% | -3.5% |
| 6M | -11.9% | +50.6% | -62.6% | -16.8% |
| YTD | -21.9% | +13.3% | -35.2% | -23.9% |
| 1Y | -17.8% | +11.2% | -29.1% | -20.2% |
| All | -25.3% | +124.5% | -149.8% | -33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 RBRK 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