+12.0%
GEHC vs RNG
+76.4%
-64.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.4% | +1.3% | -2.5% |
| 7D | -5.2% | -0.8% | -4.4% | -5.1% |
| 30D | -7.0% | +11.4% | -18.4% | -8.3% |
| 3M | +3.3% | +72.1% | -68.8% | -3.9% |
| 6M | -10.0% | +67.9% | -77.9% | -16.6% |
| YTD | -18.5% | +144.3% | -162.8% | -29.3% |
| 1Y | -14.4% | +117.5% | -131.9% | -24.7% |
| 3Y | +3.4% | +123.9% | -120.5% | -12.3% |
| All | +12.0% | +76.4% | -64.5% | -4.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling