+12.0%
GEHC vs RRC
+65.9%
-53.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.8% | -3.0% |
| 7D | -5.2% | -1.2% | -4.0% | -5.0% |
| 30D | -7.0% | +9.4% | -16.4% | -8.2% |
| 3M | +3.3% | +7.4% | -4.1% | +2.1% |
| 6M | -10.0% | +1.5% | -11.5% | -10.7% |
| YTD | -18.5% | +19.4% | -37.9% | -21.5% |
| 1Y | -14.4% | +24.2% | -38.6% | -18.5% |
| 3Y | +3.4% | +32.8% | -29.4% | -2.3% |
| All | +12.0% | +65.9% | -53.9% | +5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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