-17.8%
GEHC vs ROST
+55.6%
-73.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.3% | -2.8% | -1.3% |
| 7D | -7.2% | +0.2% | -7.4% | -7.2% |
| 30D | -11.6% | -6.9% | -4.7% | -9.4% |
| 3M | -0.8% | -3.3% | +2.5% | +0.3% |
| 6M | -11.9% | +9.0% | -21.0% | -15.9% |
| YTD | -21.9% | +28.9% | -50.8% | -30.8% |
| 1Y | -17.8% | +54.0% | -71.8% | -32.9% |
| All | -17.8% | +55.6% | -73.4% | -32.9% |
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