+19.2%
GEHC vs RL
+250.5%
-231.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +1.8% |
| 7D | +0.8% | +2.6% | -1.8% | -0.1% |
| 30D | +21.3% | +2.9% | +18.4% | +20.1% |
| 3M | +12.6% | 0.0% | +12.6% | +12.3% |
| 6M | +34.3% | +17.1% | +17.2% | +26.1% |
| YTD | +1.4% | +10.1% | -8.7% | -3.0% |
| 1Y | +12.5% | +17.3% | -4.9% | +5.3% |
| 3Y | +19.2% | +249.3% | -230.1% | -17.6% |
| All | +19.2% | +250.5% | -231.3% | -17.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling