+15.5%
GEHC vs RVMD
+778.4%
-762.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.2% |
| 7D | -4.0% | +1.0% | -5.0% | -4.1% |
| 30D | -2.0% | +6.4% | -8.4% | -2.7% |
| 3M | +8.0% | +34.9% | -26.9% | +4.2% |
| 6M | -12.8% | +107.6% | -120.3% | -20.5% |
| YTD | -15.9% | +163.7% | -179.6% | -26.3% |
| 1Y | -6.9% | +439.2% | -446.1% | -26.4% |
| 3Y | 0.0% | +499.2% | -499.2% | -24.0% |
| All | +15.5% | +778.4% | -762.9% | -19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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