-15.0%
GEHC vs ROL
-38.1%
+23.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.5% | -0.5% | -2.4% |
| 7D | -5.2% | -3.4% | -1.7% | -4.4% |
| 30D | -7.0% | -6.9% | 0.0% | -5.4% |
| 3M | +3.3% | -24.6% | +27.9% | +10.3% |
| 6M | -10.0% | -39.5% | +29.5% | +0.4% |
| YTD | -18.5% | -41.1% | +22.6% | -9.2% |
| All | -15.0% | -38.1% | +23.1% | -3.9% |
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