+15.5%
GEHC vs RCAT
+603.4%
-587.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -1.2% |
| 7D | -4.0% | -1.4% | -2.6% | -4.0% |
| 30D | -2.0% | -3.3% | +1.4% | -1.9% |
| 3M | +8.0% | -43.2% | +51.2% | +9.6% |
| 6M | -12.8% | -43.2% | +30.4% | -12.0% |
| YTD | -15.9% | +5.5% | -21.5% | -17.5% |
| 1Y | -6.9% | -1.6% | -5.3% | -9.0% |
| 3Y | 0.0% | +773.7% | -773.7% | -7.3% |
| All | +15.5% | +603.4% | -587.9% | +4.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling