+38.2%
GEHC vs RCAT
+239.5%
-201.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +18.6% | -20.3% | -2.1% |
| 7D | +7.6% | -12.7% | +20.3% | +7.9% |
| 30D | +27.5% | -34.3% | +61.8% | +28.7% |
| 3M | +17.2% | -53.4% | +70.6% | +19.3% |
| 6M | +33.6% | -62.0% | +95.6% | +36.1% |
| YTD | +0.6% | -49.1% | +49.7% | +0.5% |
| 1Y | +11.3% | -53.1% | +64.4% | +11.2% |
| 3Y | +16.5% | +318.7% | -302.2% | +9.9% |
| All | +38.2% | +239.5% | -201.3% | +27.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling