+38.6%
GEHC vs ROP
+12.9%
+25.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -1.9% | -1.6% |
| 7D | -3.7% | -2.9% | -0.8% | -2.3% |
| 30D | +22.0% | +30.1% | -8.0% | +6.5% |
| 3M | +13.6% | +19.9% | -6.3% | +3.2% |
| 6M | +34.0% | +46.0% | -12.0% | +9.9% |
| YTD | +0.9% | +8.4% | -7.4% | -2.2% |
| 1Y | +12.7% | +8.8% | +3.9% | +9.0% |
| 3Y | +19.4% | -5.6% | +25.1% | +26.2% |
| All | +38.6% | +12.9% | +25.7% | +25.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling