+38.6%
GEHC vs RRC
+105.9%
-67.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.5% | -1.4% |
| 7D | -3.7% | -0.5% | -3.3% | -3.7% |
| 30D | +22.0% | +25.2% | -3.2% | +17.6% |
| 3M | +13.6% | +27.8% | -14.2% | +9.1% |
| 6M | +34.0% | +27.2% | +6.8% | +28.6% |
| YTD | +0.9% | +48.2% | -47.3% | -6.3% |
| 1Y | +12.7% | +34.7% | -22.0% | +6.4% |
| 3Y | +19.4% | +62.2% | -42.8% | +9.0% |
| All | +38.6% | +105.9% | -67.3% | +25.3% |
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