+17.5%
GEHC vs ROK
+64.0%
-46.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.8% |
| 7D | -2.3% | +6.1% | -8.4% | -4.1% |
| 30D | +19.0% | -6.5% | +25.5% | +21.0% |
| 3M | +13.3% | -10.2% | +23.5% | +16.6% |
| 6M | +31.5% | -10.6% | +42.2% | +34.0% |
| YTD | 0.0% | +4.9% | -4.9% | -5.3% |
| 1Y | +9.4% | +3.8% | +5.5% | +4.0% |
| All | +17.5% | +64.0% | -46.5% | -17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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