+12.5%
GEHC vs ROST
+43.7%
-31.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.3% | +3.8% | +2.3% |
| 7D | +0.8% | +0.3% | +0.5% | +0.6% |
| 30D | +21.3% | +0.5% | +20.8% | +21.1% |
| 3M | +12.6% | -5.2% | +17.8% | +14.4% |
| 6M | +34.3% | +9.8% | +24.5% | +27.6% |
| YTD | +1.4% | +29.4% | -28.0% | -9.0% |
| 1Y | +12.5% | +44.4% | -31.9% | -3.2% |
| All | +12.5% | +43.7% | -31.3% | -3.2% |
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