+39.3%
GEHC vs RNG
+89.8%
-50.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.5% |
| 7D | +0.8% | +4.6% | -3.8% | +0.2% |
| 30D | +21.3% | +0.4% | +20.9% | +21.1% |
| 3M | +12.6% | +11.4% | +1.2% | +10.7% |
| 6M | +34.3% | +95.7% | -61.4% | +22.3% |
| YTD | +1.4% | +162.9% | -161.5% | -13.0% |
| 1Y | +12.5% | +180.3% | -167.8% | -4.6% |
| 3Y | +19.2% | +188.3% | -169.1% | -1.7% |
| All | +39.3% | +89.8% | -50.5% | +17.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling