+9.3%
GEHC vs RMD
+4.3%
+5.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -2.2% |
| 7D | -7.6% | -4.7% | -2.9% | -6.0% |
| 30D | -10.7% | +0.2% | -10.9% | -10.8% |
| 3M | -1.2% | +12.0% | -13.2% | -5.3% |
| 6M | -13.7% | -12.5% | -1.2% | -10.4% |
| YTD | -20.4% | -7.9% | -12.5% | -18.7% |
| 1Y | -17.0% | -20.4% | +3.3% | -11.5% |
| 3Y | +0.9% | +53.1% | -52.2% | -9.9% |
| All | +9.3% | +4.3% | +5.0% | +1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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