+37.3%
GEHC vs RL
+287.4%
-250.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.6% |
| 7D | -2.3% | +2.4% | -4.6% | -3.1% |
| 30D | +19.0% | +4.6% | +14.5% | +17.2% |
| 3M | +13.3% | -1.1% | +14.4% | +13.4% |
| 6M | +31.5% | +16.5% | +15.0% | +23.9% |
| YTD | 0.0% | +11.4% | -11.4% | -4.7% |
| 1Y | +9.4% | +16.1% | -6.7% | +2.9% |
| 3Y | +18.3% | +252.6% | -234.3% | -21.9% |
| All | +37.3% | +287.4% | -250.1% | -17.4% |
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