+15.7%
GEHC vs RNG
+179.4%
-163.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.2% | +6.6% | +6.4% |
| 7D | +13.2% | -9.6% | +22.7% | +14.0% |
| 30D | +30.6% | -1.4% | +32.0% | +30.6% |
| 3M | +22.2% | +28.8% | -6.6% | +19.7% |
| 6M | +40.8% | +65.6% | -24.8% | +35.7% |
| YTD | +4.8% | +171.4% | -166.6% | -4.9% |
| 1Y | +15.7% | +185.3% | -169.6% | +2.3% |
| All | +15.7% | +179.4% | -163.7% | +2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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