+3.4%
GEHC vs ROP
-18.5%
+21.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.9% | -0.2% | -1.6% |
| 7D | -5.2% | -5.4% | +0.2% | -2.5% |
| 30D | -7.0% | -1.6% | -5.3% | -6.3% |
| 3M | +3.3% | +18.8% | -15.5% | -4.9% |
| 6M | -10.0% | +8.2% | -18.2% | -13.5% |
| YTD | -18.5% | -10.5% | -8.0% | -12.6% |
| 1Y | -14.4% | -23.7% | +9.3% | +1.6% |
| 3Y | +3.4% | -17.9% | +21.3% | +14.8% |
| All | +3.4% | -18.5% | +21.9% | +14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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