-5.2%
GEHC vs VG
-51.4%
+46.2%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.0% | +1.6% | -2.4% |
| 7D | +9.6% | -22.0% | +31.6% | +9.9% |
| 30D | +29.4% | -14.7% | +44.1% | +29.5% |
| 3M | +19.3% | -7.1% | +26.4% | +19.1% |
| 6M | +37.4% | -11.2% | +48.5% | +37.0% |
| YTD | +2.3% | +69.8% | -67.5% | -5.1% |
| 1Y | +11.0% | +49.9% | -38.9% | +3.8% |
| All | -5.2% | -51.4% | +46.2% | -12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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