+37.3%
GEHC vs ROP
+12.9%
+24.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -1.0% | -0.9% |
| 7D | -2.3% | -2.7% | +0.4% | -0.9% |
| 30D | +19.0% | +29.7% | -10.7% | +4.0% |
| 3M | +13.3% | +21.2% | -7.9% | +2.3% |
| 6M | +31.5% | +48.3% | -16.7% | +7.1% |
| YTD | 0.0% | +8.4% | -8.4% | -3.1% |
| 1Y | +9.4% | +6.0% | +3.4% | +7.6% |
| 3Y | +18.3% | -5.6% | +24.0% | +25.0% |
| All | +37.3% | +12.9% | +24.4% | +24.3% |
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