+38.2%
GEHC vs RL
+273.3%
-235.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.3% | -1.2% |
| 7D | +7.6% | -4.2% | +11.7% | +9.1% |
| 30D | +27.5% | +4.3% | +23.2% | +25.7% |
| 3M | +17.2% | -4.6% | +21.8% | +18.8% |
| 6M | +33.6% | +1.7% | +31.9% | +31.7% |
| YTD | +0.6% | +7.3% | -6.7% | -2.9% |
| 1Y | +11.3% | +20.8% | -9.5% | +3.4% |
| 3Y | +16.5% | +247.0% | -230.5% | -22.7% |
| All | +38.2% | +273.3% | -235.1% | -15.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling