+15.5%
GEHC vs RIO
+83.8%
-68.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.7% | -1.4% |
| 7D | -4.0% | 0.0% | -4.0% | -4.0% |
| 30D | -2.0% | +4.0% | -5.9% | -3.4% |
| 3M | +8.0% | +0.1% | +7.8% | +7.6% |
| 6M | -12.8% | +12.7% | -25.5% | -17.4% |
| YTD | -15.9% | +35.6% | -51.5% | -26.8% |
| 1Y | -6.9% | +73.7% | -80.6% | -27.4% |
| 3Y | 0.0% | +93.3% | -93.4% | -25.4% |
| All | +15.5% | +83.8% | -68.3% | -17.8% |
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