+12.0%
GEHC vs TROW
+13.2%
-1.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.7% | -2.9% |
| 7D | -5.2% | +0.4% | -5.6% | -5.4% |
| 30D | -7.0% | -4.0% | -2.9% | -5.1% |
| 3M | +3.3% | +5.0% | -1.7% | 0.0% |
| 6M | -10.0% | +24.3% | -34.3% | -20.0% |
| YTD | -18.5% | +9.8% | -28.2% | -23.2% |
| 1Y | -14.4% | +6.4% | -20.9% | -18.2% |
| 3Y | +3.4% | +15.8% | -12.4% | -8.0% |
| All | +12.0% | +13.2% | -1.2% | -2.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling