+9.4%
GEHC vs ROL
-34.6%
+44.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.5% | -0.5% |
| 7D | -2.3% | -1.7% | -0.6% | -1.8% |
| 30D | +19.0% | +18.5% | +0.5% | +14.0% |
| 3M | +13.3% | +4.3% | +8.9% | +12.5% |
| 6M | +31.5% | -27.7% | +59.3% | +44.6% |
| YTD | 0.0% | -35.8% | +35.8% | +9.8% |
| 1Y | +9.4% | -34.1% | +43.5% | +18.1% |
| All | +9.4% | -34.6% | +44.0% | +18.1% |
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