+15.7%
GEHC vs RMBS
-18.2%
+33.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -6.0% | +12.4% | +6.5% |
| 7D | +13.2% | -8.9% | +22.1% | +13.4% |
| 30D | +30.6% | -24.8% | +55.4% | +31.5% |
| 3M | +22.2% | -17.6% | +39.8% | +22.5% |
| 6M | +40.8% | -25.7% | +66.5% | +39.6% |
| YTD | +4.8% | -9.8% | +14.6% | -2.3% |
| 1Y | +15.7% | -17.4% | +33.1% | +9.4% |
| All | +15.7% | -18.2% | +33.9% | +9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 1y: compounded portfolio wealth divided by compounded RMBS 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…
1y analysis · Full analysis span regression · 6 months rolling