-15.3%
GEHC vs RIO
+67.4%
-82.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.2% | +2.8% | -0.4% |
| 7D | -7.9% | -3.4% | -4.5% | -7.1% |
| 30D | -11.7% | +0.6% | -12.3% | -11.9% |
| 3M | +0.8% | +2.5% | -1.7% | +0.3% |
| 6M | -11.6% | +10.8% | -22.4% | -14.9% |
| YTD | -21.6% | +30.5% | -52.0% | -29.9% |
| 1Y | -15.3% | +68.1% | -83.4% | -32.4% |
| All | -15.3% | +67.4% | -82.7% | -32.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling