-3.5%
GEHC vs RNG
+119.8%
-123.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -12.7% |
| 3M | -0.8% | +83.3% | -84.2% | -9.1% |
| 6M | -11.9% | +77.9% | -89.9% | -19.7% |
| YTD | -21.9% | +139.9% | -161.9% | -33.4% |
| 1Y | -17.8% | +121.7% | -139.5% | -29.2% |
| 3Y | -3.5% | +121.9% | -125.4% | -19.9% |
| All | -3.5% | +119.8% | -123.3% | -19.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling