-6.9%
GEHC vs ROST
+54.0%
-60.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | -4.0% | +0.9% | -4.9% | -4.3% |
| 30D | -2.0% | -8.9% | +6.9% | +1.2% |
| 3M | +8.0% | -0.8% | +8.8% | +8.0% |
| 6M | -12.8% | +8.5% | -21.2% | -16.5% |
| YTD | -15.9% | +28.6% | -44.5% | -25.1% |
| 1Y | -6.9% | +52.3% | -59.3% | -22.9% |
| All | -6.9% | +54.0% | -60.9% | -22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 1y: compounded portfolio wealth divided by compounded ROST 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…
1y analysis · Full analysis span regression · 6 months rolling