+0.8%
GEHC vs RIO
+95.5%
-94.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.5% | -3.6% | -3.2% |
| 7D | -5.2% | +1.9% | -7.1% | -5.9% |
| 30D | -7.0% | +5.0% | -11.9% | -8.9% |
| 3M | +3.3% | +5.1% | -1.8% | +0.9% |
| 6M | -10.0% | +17.6% | -27.6% | -17.1% |
| YTD | -18.5% | +36.3% | -54.8% | -31.1% |
| 1Y | -14.4% | +71.2% | -85.6% | -36.1% |
| All | +0.8% | +95.5% | -94.7% | -30.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling