+15.7%
GEHC vs TROW
+17.3%
-1.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +6.0% | +0.4% | +4.1% |
| 7D | +13.2% | +8.2% | +4.9% | +9.9% |
| 30D | +30.6% | +8.3% | +22.3% | +26.7% |
| 3M | +22.2% | -1.6% | +23.8% | +22.6% |
| 6M | +40.8% | +11.9% | +28.9% | +31.5% |
| YTD | +4.8% | +14.3% | -9.5% | -4.6% |
| 1Y | +15.7% | +17.0% | -1.3% | +3.0% |
| All | +15.7% | +17.3% | -1.6% | +3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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