+9.3%
GEHC vs RGEN
-5.6%
+14.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.1% | -0.3% | -1.9% |
| 7D | -7.6% | -4.6% | -3.1% | -6.5% |
| 30D | -10.7% | +1.2% | -11.8% | -11.0% |
| 3M | -1.2% | +26.8% | -28.1% | -7.9% |
| 6M | -13.7% | +29.1% | -42.8% | -20.4% |
| YTD | -20.4% | +0.7% | -21.2% | -21.9% |
| 1Y | -17.0% | +39.1% | -56.1% | -25.4% |
| 3Y | +0.9% | +2.2% | -1.3% | -6.5% |
| All | +9.3% | -5.6% | +14.8% | -2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 10y: compounded portfolio wealth divided by compounded RGEN 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…
10y analysis · Full analysis span regression · 6 months rolling