+15.5%
GEHC vs RUN
-72.3%
+87.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.2% |
| 7D | -4.0% | +1.3% | -5.2% | -4.1% |
| 30D | -2.0% | -15.3% | +13.3% | -0.7% |
| 3M | +8.0% | -40.0% | +48.0% | +12.4% |
| 6M | -12.8% | -27.0% | +14.2% | -11.0% |
| YTD | -15.9% | -51.7% | +35.8% | -12.1% |
| 1Y | -6.9% | -45.9% | +39.0% | -4.5% |
| 3Y | 0.0% | -43.8% | +43.7% | -8.1% |
| All | +15.5% | -72.3% | +87.8% | +22.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling