+7.2%
GEHC vs RSG
+72.8%
-65.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.2% | -0.8% |
| 7D | -7.2% | 0.0% | -7.2% | -7.2% |
| 30D | -11.6% | +4.0% | -15.5% | -12.9% |
| 3M | -0.8% | +7.4% | -8.2% | -3.3% |
| 6M | -11.9% | +0.1% | -12.0% | -12.1% |
| YTD | -21.9% | +6.0% | -28.0% | -24.0% |
| 1Y | -17.8% | -3.0% | -14.9% | -17.1% |
| 3Y | -3.5% | +56.5% | -60.0% | -14.1% |
| All | +7.2% | +72.8% | -65.6% | -5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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