+274.2%
RCL vs GEHC
+15.6%
+258.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.0% | +2.1% |
| 7D | +6.5% | +7.6% | -1.1% | +3.4% |
| 30D | +15.9% | +27.5% | -11.6% | +4.7% |
| 3M | +2.7% | +17.2% | -14.6% | -4.1% |
| 6M | +15.2% | +33.6% | -18.4% | +1.0% |
| YTD | +19.2% | +0.6% | +18.6% | +17.7% |
| 1Y | +31.6% | +11.3% | +20.3% | +24.3% |
| 3Y | +274.2% | +16.5% | +257.7% | +243.1% |
| All | +274.2% | +15.6% | +258.6% | +243.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 GEHC 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