+9.3%
GEHC vs RJF
+70.2%
-60.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -2.2% |
| 7D | -7.6% | -0.3% | -7.4% | -7.6% |
| 30D | -10.7% | -2.0% | -8.6% | -10.1% |
| 3M | -1.2% | +16.3% | -17.6% | -6.6% |
| 6M | -13.7% | +16.9% | -30.6% | -18.7% |
| YTD | -20.4% | +10.4% | -30.9% | -23.8% |
| 1Y | -17.0% | +7.4% | -24.5% | -20.0% |
| 3Y | +0.9% | +72.2% | -71.3% | -15.5% |
| All | +9.3% | +70.2% | -60.9% | -8.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling