-11.6%
GEHC vs RDW
+14.4%
-26.0%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -3.0% | -1.4% |
| 7D | -7.9% | +4.8% | -12.7% | -7.9% |
| 30D | -11.7% | -19.5% | +7.8% | -11.5% |
| 3M | +0.8% | -26.9% | +27.7% | +2.7% |
| 6M | -11.6% | +17.8% | -29.3% | -19.6% |
| All | -11.6% | +14.4% | -26.0% | -19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 6mo: compounded portfolio wealth divided by compounded RDW 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…
6mo analysis · Full analysis span regression · 6 months rolling