+40.3%
GEHC vs RL
+296.1%
-255.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.7% | -0.5% |
| 7D | +3.7% | +1.3% | +2.4% | +3.2% |
| 30D | +27.3% | +7.6% | +19.7% | +24.2% |
| 3M | +14.7% | -1.5% | +16.3% | +15.0% |
| 6M | +31.9% | +12.1% | +19.9% | +26.0% |
| YTD | +2.2% | +13.9% | -11.7% | -3.3% |
| 1Y | +14.1% | +20.7% | -6.6% | +5.9% |
| 3Y | +21.0% | +260.6% | -239.6% | -20.7% |
| All | +40.3% | +296.1% | -255.8% | -16.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling