+12.5%
GEHC vs RCAT
-54.8%
+67.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.4% | +4.9% | +1.4% |
| 7D | +0.8% | -5.9% | +6.7% | +0.7% |
| 30D | +21.3% | -19.7% | +41.0% | +21.2% |
| 3M | +12.6% | -62.9% | +75.4% | +12.2% |
| 6M | +34.3% | -59.6% | +93.9% | +33.9% |
| YTD | +1.4% | -52.1% | +53.5% | -2.3% |
| 1Y | +12.5% | -50.9% | +63.4% | +7.8% |
| All | +12.5% | -54.8% | +67.2% | +7.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling