+39.3%
GEHC vs RIO
+47.6%
-8.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.6% |
| 7D | +0.8% | -0.9% | +1.7% | +1.1% |
| 30D | +21.3% | -9.1% | +30.4% | +25.3% |
| 3M | +12.6% | -13.7% | +26.2% | +18.3% |
| 6M | +34.3% | -24.3% | +58.6% | +47.7% |
| YTD | +1.4% | +8.9% | -7.5% | -4.8% |
| 1Y | +12.5% | +22.7% | -10.2% | +0.2% |
| 3Y | +19.2% | +51.2% | -32.0% | -3.3% |
| All | +39.3% | +47.6% | -8.4% | +6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 RIO 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