+23.7%
GEHC vs ROL
+5.5%
+18.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.1% | -0.1% | +1.3% |
| 7D | +5.6% | +7.5% | -1.9% | +3.2% |
| 30D | +27.9% | +21.1% | +6.8% | +20.3% |
| 3M | +17.1% | +3.1% | +14.0% | +16.0% |
| 6M | +32.5% | -27.4% | +60.0% | +48.0% |
| YTD | +2.7% | -34.7% | +37.4% | +18.1% |
| 1Y | +15.3% | -32.9% | +48.2% | +31.3% |
| 3Y | +23.7% | +6.1% | +17.5% | +4.1% |
| All | +23.7% | +5.5% | +18.2% | +4.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling