+7.2%
GEHC vs TROW
+9.9%
-2.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | +0.1% |
| 7D | -7.2% | -3.2% | -4.0% | -5.7% |
| 30D | -11.6% | -4.6% | -6.9% | -9.5% |
| 3M | -0.8% | -0.7% | -0.2% | -1.3% |
| 6M | -11.9% | +22.2% | -34.1% | -21.0% |
| YTD | -21.9% | +6.6% | -28.6% | -25.4% |
| 1Y | -17.8% | +5.8% | -23.7% | -21.3% |
| 3Y | -3.5% | +11.6% | -15.1% | -12.8% |
| All | +7.2% | +9.9% | -2.7% | -5.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling