+19.2%
GEHC vs RJF
+76.6%
-57.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.1% |
| 7D | +0.8% | +3.6% | -2.8% | -0.6% |
| 30D | +21.3% | +7.2% | +14.1% | +18.1% |
| 3M | +12.6% | -6.5% | +19.1% | +15.4% |
| 6M | +34.3% | +10.3% | +24.0% | +28.1% |
| YTD | +1.4% | +6.5% | -5.1% | -2.5% |
| 1Y | +12.5% | +6.1% | +6.3% | +8.2% |
| 3Y | +19.2% | +74.9% | -55.7% | -13.4% |
| All | +19.2% | +76.6% | -57.4% | -13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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