+7.2%
GEHC vs RNG
+73.2%
-66.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | -7.2% | -6.1% | -1.1% | -6.4% |
| 30D | -11.6% | +9.6% | -21.2% | -12.6% |
| 3M | -0.8% | +83.3% | -84.2% | -8.5% |
| 6M | -11.9% | +77.9% | -89.9% | -19.1% |
| YTD | -21.9% | +139.9% | -161.9% | -32.1% |
| 1Y | -17.8% | +121.7% | -139.5% | -27.9% |
| 3Y | -3.5% | +121.9% | -125.4% | -18.1% |
| All | +7.2% | +73.2% | -66.0% | -8.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling