+3.4%
GEHC vs VFC
-25.9%
+29.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.9% | -1.2% | -2.7% |
| 7D | -5.2% | +0.8% | -6.0% | -5.3% |
| 30D | -7.0% | -11.9% | +5.0% | -5.0% |
| 3M | +3.3% | -20.2% | +23.5% | +6.1% |
| 6M | -10.0% | -23.0% | +13.0% | -7.1% |
| YTD | -18.5% | -26.2% | +7.7% | -15.3% |
| 1Y | -14.4% | -13.3% | -1.1% | -13.8% |
| 3Y | +3.4% | -25.5% | +28.9% | -2.7% |
| All | +3.4% | -25.9% | +29.3% | -2.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling