+38.6%
GEHC vs ROIV
+478.0%
-439.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.6% | -2.9% | -1.4% |
| 7D | -3.7% | +9.5% | -13.2% | -4.8% |
| 30D | +22.0% | +21.0% | +1.0% | +19.2% |
| 3M | +13.6% | +18.7% | -5.1% | +10.8% |
| 6M | +34.0% | +44.5% | -10.5% | +26.6% |
| YTD | +0.9% | +92.9% | -91.9% | -8.5% |
| 1Y | +12.7% | +100.2% | -87.5% | +1.5% |
| 3Y | +19.4% | +375.0% | -355.6% | -5.2% |
| All | +38.6% | +478.0% | -439.5% | +5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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