+9.3%
GEHC vs VCLT
+7.4%
+1.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.2% | -2.3% |
| 7D | -7.6% | 0.0% | -7.7% | -7.6% |
| 30D | -10.7% | +0.1% | -10.8% | -10.7% |
| 3M | -1.2% | -2.9% | +1.7% | +0.8% |
| 6M | -13.7% | -4.0% | -9.8% | -11.3% |
| YTD | -20.4% | -2.2% | -18.2% | -19.0% |
| 1Y | -17.0% | -2.6% | -14.5% | -15.3% |
| 3Y | +0.9% | +12.3% | -11.3% | -3.6% |
| All | +9.3% | +7.4% | +1.9% | +4.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling