+7.7%
GEHC vs VCLT
+6.1%
+1.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.3% | -0.6% |
| 7D | -7.9% | -1.3% | -6.6% | -7.0% |
| 30D | -11.7% | -1.1% | -10.6% | -11.0% |
| 3M | +0.8% | -3.7% | +4.5% | +3.4% |
| 6M | -11.6% | -4.0% | -7.6% | -9.0% |
| YTD | -21.6% | -3.4% | -18.2% | -19.5% |
| 1Y | -15.3% | -4.1% | -11.2% | -12.6% |
| 3Y | -0.5% | +11.0% | -11.5% | -4.2% |
| All | +7.7% | +6.1% | +1.6% | +3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 10y: compounded portfolio wealth divided by compounded VCLT 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…
10y analysis · Full analysis span regression · 6 months rolling