+9.3%
GEHC vs VFC
-47.8%
+57.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.2% | -0.2% | -2.1% |
| 7D | -7.6% | -2.3% | -5.3% | -7.3% |
| 30D | -10.7% | -13.4% | +2.7% | -8.6% |
| 3M | -1.2% | -23.7% | +22.5% | +2.2% |
| 6M | -13.7% | -24.5% | +10.7% | -10.7% |
| YTD | -20.4% | -27.8% | +7.4% | -17.1% |
| 1Y | -17.0% | -13.5% | -3.6% | -16.4% |
| 3Y | +0.9% | -27.1% | +28.0% | -0.7% |
| All | +9.3% | -47.8% | +57.0% | +14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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