+7.2%
GEHC vs RDW
+450.3%
-443.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | -0.4% |
| 7D | -7.2% | +0.9% | -8.0% | -7.2% |
| 30D | -11.6% | -21.3% | +9.7% | -10.4% |
| 3M | -0.8% | -37.9% | +37.0% | +1.5% |
| 6M | -11.9% | +12.3% | -24.2% | -14.7% |
| YTD | -21.9% | +39.7% | -61.7% | -26.5% |
| 1Y | -17.8% | +25.7% | -43.5% | -22.8% |
| 3Y | -3.5% | +230.8% | -234.4% | -19.1% |
| All | +7.2% | +450.3% | -443.1% | -12.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling