+12.0%
GEHC vs RSG
+71.9%
-60.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.5% | -2.8% |
| 7D | -5.2% | -0.7% | -4.4% | -4.9% |
| 30D | -7.0% | +3.3% | -10.3% | -8.1% |
| 3M | +3.3% | +8.5% | -5.2% | +0.4% |
| 6M | -10.0% | -3.5% | -6.5% | -8.8% |
| YTD | -18.5% | +5.5% | -24.0% | -20.5% |
| 1Y | -14.4% | -1.7% | -12.7% | -14.1% |
| 3Y | +3.4% | +56.9% | -53.5% | -7.8% |
| All | +12.0% | +71.9% | -60.0% | -1.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling