+15.5%
GEHC vs RVTY
-7.2%
+22.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | -4.0% | +1.1% | -5.1% | -4.5% |
| 30D | -2.0% | +13.2% | -15.2% | -7.2% |
| 3M | +8.0% | +27.2% | -19.3% | -3.1% |
| 6M | -12.8% | +32.4% | -45.2% | -23.6% |
| YTD | -15.9% | +34.9% | -50.8% | -27.5% |
| 1Y | -6.9% | +52.4% | -59.3% | -24.2% |
| 3Y | 0.0% | +12.3% | -12.3% | -9.7% |
| All | +15.5% | -7.2% | +22.6% | +12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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