+38.6%
GEHC vs VFC
-15.9%
+54.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.2% |
| 7D | -3.7% | -1.4% | -2.4% | -3.5% |
| 30D | +22.0% | +30.7% | -8.7% | +16.8% |
| 3M | +13.6% | +40.6% | -27.0% | +7.4% |
| 6M | +34.0% | +16.5% | +17.6% | +29.4% |
| YTD | +0.9% | +16.2% | -15.3% | -2.8% |
| 1Y | +12.7% | +42.4% | -29.7% | +5.1% |
| 3Y | +19.4% | +48.1% | -28.6% | +7.0% |
| All | +38.6% | -15.9% | +54.5% | +33.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling