+3.4%
GEHC vs RUN
-35.6%
+39.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.7% | -6.7% | -3.3% |
| 7D | -5.2% | +10.2% | -15.3% | -6.0% |
| 30D | -7.0% | -9.6% | +2.6% | -6.3% |
| 3M | +3.3% | -31.5% | +34.8% | +6.1% |
| 6M | -10.0% | -18.7% | +8.7% | -9.2% |
| YTD | -18.5% | -49.9% | +31.4% | -15.4% |
| 1Y | -14.4% | -45.5% | +31.1% | -12.3% |
| 3Y | +3.4% | -34.1% | +37.5% | -6.8% |
| All | +3.4% | -35.6% | +39.0% | -6.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling