+9.3%
GEHC vs RUN
-72.6%
+81.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.6% | +2.2% | -2.0% |
| 7D | -7.6% | -1.8% | -5.9% | -7.5% |
| 30D | -10.7% | -10.8% | +0.2% | -9.8% |
| 3M | -1.2% | -30.2% | +28.9% | +1.5% |
| 6M | -13.7% | -22.3% | +8.6% | -12.5% |
| YTD | -20.4% | -52.2% | +31.7% | -16.8% |
| 1Y | -17.0% | -45.1% | +28.1% | -14.9% |
| 3Y | +0.9% | -37.1% | +38.0% | -8.6% |
| All | +9.3% | -72.6% | +81.9% | +15.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling