+9.4%
GEHC vs RGEN
+9.1%
+0.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.5% | +2.6% | +0.1% |
| 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% | +12.3% |
| 6M | +31.5% | +46.6% | -15.1% | +14.3% |
| YTD | 0.0% | +1.6% | -1.6% | -1.5% |
| 1Y | +9.4% | +5.4% | +4.0% | +5.8% |
| All | +9.4% | +9.1% | +0.3% | +5.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling