+12.5%
GEHC vs RNG
+176.7%
-164.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.5% |
| 7D | +0.8% | +4.6% | -3.8% | +0.5% |
| 30D | +21.3% | +0.4% | +20.9% | +21.1% |
| 3M | +12.6% | +11.4% | +1.2% | +11.4% |
| 6M | +34.3% | +95.7% | -61.4% | +28.0% |
| YTD | +1.4% | +162.9% | -161.5% | -7.6% |
| 1Y | +12.5% | +180.3% | -167.8% | -0.3% |
| All | +12.5% | +176.7% | -164.2% | -0.3% |
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