+38.6%
GEHC vs ROL
+7.5%
+31.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.3% |
| 7D | -3.7% | +0.8% | -4.5% | -4.0% |
| 30D | +22.0% | +20.6% | +1.4% | +15.2% |
| 3M | +13.6% | +4.5% | +9.1% | +12.0% |
| 6M | +34.0% | -26.5% | +60.5% | +47.5% |
| YTD | +0.9% | -34.8% | +35.7% | +14.9% |
| 1Y | +12.7% | -33.2% | +45.9% | +27.3% |
| 3Y | +19.4% | +4.5% | +15.0% | +17.5% |
| All | +38.6% | +7.5% | +31.0% | +34.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling