+15.5%
GEHC vs ROP
-4.0%
+19.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.6% | +2.3% | +0.7% |
| 7D | -4.0% | -4.4% | +0.4% | -1.7% |
| 30D | -2.0% | +3.2% | -5.2% | -3.7% |
| 3M | +8.0% | +23.1% | -15.1% | -3.0% |
| 6M | -12.8% | +13.3% | -26.1% | -18.5% |
| YTD | -15.9% | -7.9% | -8.1% | -11.3% |
| 1Y | -6.9% | -22.1% | +15.1% | +9.4% |
| 3Y | 0.0% | -16.8% | +16.8% | +11.7% |
| All | +15.5% | -4.0% | +19.4% | +13.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling