+37.3%
GEHC vs ROK
+62.6%
-25.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +20.9% |
| 3M | +13.3% | -10.2% | +23.5% | +16.5% |
| 6M | +31.5% | -10.6% | +42.2% | +34.1% |
| YTD | 0.0% | +4.9% | -4.9% | -4.8% |
| 1Y | +9.4% | +3.8% | +5.5% | +4.6% |
| 3Y | +18.3% | +63.5% | -45.2% | -6.6% |
| All | +37.3% | +62.6% | -25.3% | +2.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling