+7.2%
GEHC vs RMBS
+131.4%
-124.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -0.7% |
| 7D | -7.2% | +1.8% | -8.9% | -7.4% |
| 30D | -11.6% | -13.9% | +2.3% | -10.2% |
| 3M | -0.8% | -39.8% | +39.0% | +4.6% |
| 6M | -11.9% | -6.0% | -5.9% | -14.9% |
| YTD | -21.9% | -5.4% | -16.6% | -25.4% |
| 1Y | -17.8% | -1.8% | -16.0% | -22.9% |
| 3Y | -3.5% | +53.7% | -57.2% | -21.4% |
| All | +7.2% | +131.4% | -124.2% | -21.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling