+23.7%
GEHC vs RRC
+51.7%
-28.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +2.0% |
| 7D | +5.6% | -10.3% | +15.9% | +7.4% |
| 30D | +27.9% | +19.5% | +8.4% | +23.4% |
| 3M | +17.1% | +27.9% | -10.8% | +11.5% |
| 6M | +32.5% | +21.2% | +11.4% | +27.1% |
| YTD | +2.7% | +39.6% | -36.9% | -5.4% |
| 1Y | +15.3% | +31.3% | -16.0% | +7.6% |
| 3Y | +23.7% | +51.9% | -28.3% | +12.7% |
| All | +23.7% | +51.7% | -28.0% | +12.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling