-17.0%
GEHC vs VFC
-15.2%
-1.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.2% | -0.2% | -2.0% |
| 7D | -7.6% | -2.3% | -5.3% | -7.2% |
| 30D | -10.7% | -13.4% | +2.7% | -8.3% |
| 3M | -1.2% | -23.7% | +22.5% | +1.8% |
| 6M | -13.7% | -24.5% | +10.7% | -11.3% |
| YTD | -20.4% | -27.8% | +7.4% | -17.5% |
| 1Y | -17.0% | -13.5% | -3.6% | -18.8% |
| All | -17.0% | -15.2% | -1.8% | -18.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling