-6.9%
GEHC vs ROL
-35.4%
+28.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.7% | -1.3% |
| 7D | -4.0% | -1.4% | -2.6% | -3.7% |
| 30D | -2.0% | -4.1% | +2.1% | -1.0% |
| 3M | +8.0% | -22.5% | +30.5% | +14.6% |
| 6M | -12.8% | -37.7% | +24.9% | -3.2% |
| YTD | -15.9% | -39.6% | +23.7% | -6.7% |
| 1Y | -6.9% | -36.0% | +29.1% | +4.6% |
| All | -6.9% | -35.4% | +28.5% | +4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 1y: compounded portfolio wealth divided by compounded ROL 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…
1y analysis · Full analysis span regression · 6 months rolling