+15.5%
GEHC vs ROST
+106.4%
-91.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.5% |
| 3M | +8.0% | -0.8% | +8.8% | +7.9% |
| 6M | -12.8% | +8.5% | -21.2% | -16.2% |
| YTD | -15.9% | +28.6% | -44.5% | -24.7% |
| 1Y | -6.9% | +52.3% | -59.3% | -22.3% |
| 3Y | 0.0% | +94.8% | -94.9% | -25.2% |
| All | +15.5% | +106.4% | -91.0% | -17.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling