+37.3%
GEHC vs RGEN
-4.7%
+42.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.5% | +2.6% | 0.0% |
| 7D | -2.3% | -1.2% | -1.1% | -2.0% |
| 30D | +19.0% | -5.1% | +24.1% | +20.5% |
| 3M | +13.3% | +0.5% | +12.8% | +12.5% |
| 6M | +31.5% | +46.6% | -15.1% | +17.2% |
| YTD | 0.0% | +1.6% | -1.6% | -2.5% |
| 1Y | +9.4% | +5.4% | +4.0% | +5.6% |
| 3Y | +18.3% | +12.8% | +5.5% | +7.2% |
| All | +37.3% | -4.7% | +42.0% | +21.7% |
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