+39.3%
GEHC vs RUN
-73.1%
+112.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | +0.2% | +1.3% |
| 7D | +0.8% | -13.5% | +14.3% | +2.0% |
| 30D | +21.3% | +18.3% | +3.0% | +19.1% |
| 3M | +12.6% | -12.5% | +25.0% | +13.4% |
| 6M | +34.3% | -40.3% | +74.6% | +39.1% |
| YTD | +1.4% | -53.1% | +54.5% | +5.8% |
| 1Y | +12.5% | -54.3% | +66.7% | +17.3% |
| 3Y | +19.2% | -6.5% | +25.7% | +2.8% |
| All | +39.3% | -73.1% | +112.4% | +46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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