+15.7%
GEHC vs RL
+34.3%
-18.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +4.5% | +1.9% | +4.8% |
| 7D | +13.2% | +5.8% | +7.4% | +11.0% |
| 30D | +30.6% | +12.7% | +17.9% | +25.3% |
| 3M | +22.2% | +9.3% | +12.9% | +18.3% |
| 6M | +40.8% | +16.9% | +23.9% | +32.3% |
| YTD | +4.8% | +17.5% | -12.6% | -2.8% |
| 1Y | +15.7% | +34.6% | -18.9% | +1.8% |
| All | +15.7% | +34.3% | -18.6% | +1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 1y: compounded portfolio wealth divided by compounded RL 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…
1y analysis · Full analysis span regression · 6 months rolling