+40.3%
GEHC vs RCAT
+253.8%
-213.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.4% | +6.0% | -0.3% |
| 7D | +3.7% | -5.6% | +9.3% | +3.7% |
| 30D | +27.3% | -27.0% | +54.4% | +28.2% |
| 3M | +14.7% | -57.9% | +72.6% | +17.1% |
| 6M | +31.9% | -59.4% | +91.3% | +34.2% |
| YTD | +2.2% | -46.9% | +49.1% | +2.0% |
| 1Y | +14.1% | -54.0% | +68.1% | +14.1% |
| 3Y | +21.0% | +378.4% | -357.4% | +13.9% |
| All | +40.3% | +253.8% | -213.5% | +29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 10y: compounded portfolio wealth divided by compounded RCAT 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…
10y analysis · Full analysis span regression · 6 months rolling