+37.3%
GEHC vs RRC
+104.3%
-67.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.8% |
| 7D | -2.3% | +2.5% | -4.8% | -2.6% |
| 30D | +19.0% | +21.1% | -2.1% | +15.3% |
| 3M | +13.3% | +28.4% | -15.1% | +8.7% |
| 6M | +31.5% | +26.5% | +5.1% | +26.3% |
| YTD | 0.0% | +47.0% | -47.0% | -7.0% |
| 1Y | +9.4% | +35.2% | -25.8% | +3.1% |
| 3Y | +18.3% | +61.0% | -42.6% | +8.1% |
| All | +37.3% | +104.3% | -67.0% | +24.3% |
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