+9.3%
GEHC vs RIG
+36.3%
-27.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.5% | -2.3% |
| 7D | -7.6% | -8.2% | +0.6% | -6.6% |
| 30D | -10.7% | -0.2% | -10.5% | -10.7% |
| 3M | -1.2% | -2.7% | +1.5% | -1.2% |
| 6M | -13.7% | -7.5% | -6.3% | -13.7% |
| YTD | -20.4% | +38.3% | -58.7% | -25.7% |
| 1Y | -17.0% | +81.8% | -98.9% | -26.5% |
| 3Y | +0.9% | -30.2% | +31.1% | -5.8% |
| All | +9.3% | +36.3% | -27.0% | +6.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling