+39.3%
GEHC vs ROL
+8.7%
+30.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.6% | -1.1% | +0.6% |
| 7D | +0.8% | +3.0% | -2.2% | -0.1% |
| 30D | +21.3% | +19.8% | +1.5% | +14.8% |
| 3M | +12.6% | +7.9% | +4.7% | +9.9% |
| 6M | +34.3% | -25.6% | +59.9% | +47.3% |
| YTD | +1.4% | -34.1% | +35.6% | +15.1% |
| 1Y | +12.5% | -31.4% | +43.9% | +25.9% |
| 3Y | +19.2% | +4.7% | +14.5% | +17.1% |
| All | +39.3% | +8.7% | +30.6% | +34.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling