+7.7%
GEHC vs RUN
-73.1%
+80.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.5% | -1.3% |
| 7D | -7.9% | -3.4% | -4.5% | -7.6% |
| 30D | -11.7% | -14.0% | +2.3% | -10.6% |
| 3M | +0.8% | -27.5% | +28.3% | +3.2% |
| 6M | -11.6% | -29.0% | +17.4% | -9.6% |
| YTD | -21.6% | -53.1% | +31.5% | -17.8% |
| 1Y | -15.3% | -46.7% | +31.4% | -12.9% |
| 3Y | -0.5% | -38.3% | +37.8% | -9.8% |
| All | +7.7% | -73.1% | +80.8% | +14.1% |
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