+39.3%
GEHC vs RIG
+32.2%
+7.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.1% | -2.7% | +0.9% |
| 7D | +0.8% | +5.7% | -4.9% | +0.1% |
| 30D | +21.3% | -0.7% | +22.0% | +20.9% |
| 3M | +12.6% | -3.1% | +15.7% | +12.3% |
| 6M | +34.3% | -16.3% | +50.6% | +36.2% |
| YTD | +1.4% | +34.1% | -32.7% | -5.5% |
| 1Y | +12.5% | +38.2% | -25.7% | +4.1% |
| 3Y | +19.2% | -15.3% | +34.5% | +9.5% |
| All | +39.3% | +32.2% | +7.0% | +35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 RIG 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