+59.7%
RSP vs GEHC
+4.1%
+55.6%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | -0.4% |
| 7D | -1.8% | -7.6% | +5.8% | 0.0% |
| 30D | -2.5% | -10.7% | +8.1% | 0.0% |
| 3M | +3.0% | -1.2% | +4.2% | +2.9% |
| 6M | +8.9% | -13.7% | +22.6% | +12.1% |
| YTD | +13.0% | -20.4% | +33.4% | +18.5% |
| 1Y | +16.2% | -17.0% | +33.3% | +20.3% |
| 3Y | +52.7% | +0.9% | +51.8% | +48.3% |
| All | +59.7% | +4.1% | +55.6% | +52.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling