+37.3%
GEHC vs RIO
+48.2%
-10.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.2% |
| 7D | -2.3% | +0.1% | -2.4% | -2.4% |
| 30D | +19.0% | -10.5% | +29.5% | +23.6% |
| 3M | +13.3% | -15.9% | +29.2% | +20.1% |
| 6M | +31.5% | -22.3% | +53.8% | +43.1% |
| YTD | 0.0% | +9.3% | -9.3% | -6.3% |
| 1Y | +9.4% | +23.0% | -13.7% | -2.6% |
| 3Y | +18.3% | +52.1% | -33.7% | -4.2% |
| All | +37.3% | +48.2% | -10.9% | +5.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling