+12.0%
GEHC vs VCLT
+7.6%
+4.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | -5.2% | +0.3% | -5.5% | -5.4% |
| 30D | -7.0% | -0.6% | -6.4% | -6.6% |
| 3M | +3.3% | -2.2% | +5.6% | +4.9% |
| 6M | -10.0% | -2.9% | -7.1% | -8.1% |
| YTD | -18.5% | -2.1% | -16.4% | -17.1% |
| 1Y | -14.4% | -2.6% | -11.8% | -12.6% |
| 3Y | +3.4% | +12.5% | -9.1% | -1.4% |
| All | +12.0% | +7.6% | +4.4% | +6.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling