+7.2%
GEHC vs RIG
+35.3%
-28.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.3% | -0.3% |
| 7D | -7.2% | -3.1% | -4.1% | -6.8% |
| 30D | -11.6% | -0.5% | -11.0% | -11.5% |
| 3M | -0.8% | -6.0% | +5.1% | -0.3% |
| 6M | -11.9% | -10.1% | -1.8% | -11.5% |
| YTD | -21.9% | +37.3% | -59.2% | -27.1% |
| 1Y | -17.8% | +73.9% | -91.8% | -26.6% |
| 3Y | -3.5% | -30.2% | +26.6% | -9.9% |
| All | +7.2% | +35.3% | -28.1% | +4.4% |
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