+9.3%
GEHC vs ROK
+71.4%
-62.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -2.2% |
| 7D | -7.6% | +0.2% | -7.8% | -7.7% |
| 30D | -10.7% | -1.8% | -8.9% | -10.2% |
| 3M | -1.2% | -7.2% | +6.0% | +0.3% |
| 6M | -13.7% | +14.2% | -27.9% | -19.3% |
| YTD | -20.4% | +10.6% | -31.0% | -25.0% |
| 1Y | -17.0% | +25.9% | -42.9% | -25.5% |
| 3Y | +0.9% | +50.8% | -49.8% | -18.3% |
| All | +9.3% | +71.4% | -62.1% | -19.5% |
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