+15.5%
GEHC vs RRC
+66.3%
-50.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.4% | -1.1% |
| 7D | -4.0% | +1.3% | -5.3% | -4.2% |
| 30D | -2.0% | +10.1% | -12.1% | -3.4% |
| 3M | +8.0% | +4.0% | +4.0% | +7.2% |
| 6M | -12.8% | +1.6% | -14.4% | -13.4% |
| YTD | -15.9% | +19.7% | -35.6% | -19.1% |
| 1Y | -6.9% | +21.4% | -28.3% | -11.0% |
| 3Y | 0.0% | +29.7% | -29.7% | -5.4% |
| All | +15.5% | +66.3% | -50.9% | +8.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling