+12.0%
GEHC vs RGEN
-3.6%
+15.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.6% | -3.6% | -3.2% |
| 7D | -5.2% | -0.9% | -4.3% | -5.0% |
| 30D | -7.0% | +2.8% | -9.8% | -7.8% |
| 3M | +3.3% | +34.5% | -31.2% | -5.1% |
| 6M | -10.0% | +40.5% | -50.5% | -18.8% |
| YTD | -18.5% | +2.8% | -21.3% | -20.4% |
| 1Y | -14.4% | +39.6% | -54.0% | -23.1% |
| 3Y | +3.4% | +4.4% | -1.0% | -4.7% |
| All | +12.0% | -3.6% | +15.5% | -0.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling