+15.5%
GEHC vs RL
+247.1%
-231.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.0% | -3.3% | -1.9% |
| 7D | -4.0% | -0.8% | -3.2% | -3.8% |
| 30D | -2.0% | -7.8% | +5.8% | +0.5% |
| 3M | +8.0% | -4.0% | +12.0% | +8.9% |
| 6M | -12.8% | -1.9% | -10.9% | -13.0% |
| YTD | -15.9% | -0.2% | -15.8% | -16.8% |
| 1Y | -6.9% | +10.7% | -17.6% | -11.0% |
| 3Y | 0.0% | +210.8% | -210.8% | -31.2% |
| All | +15.5% | +247.1% | -231.7% | -27.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling