+7.2%
GEHC vs VIAV
+268.0%
-260.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.6% | -4.1% | -0.6% |
| 7D | -7.2% | +11.2% | -18.3% | -7.6% |
| 30D | -11.6% | -10.1% | -1.4% | -11.2% |
| 3M | -0.8% | -22.9% | +22.0% | +0.9% |
| 6M | -11.9% | +28.8% | -40.7% | -17.2% |
| YTD | -21.9% | +117.5% | -139.4% | -33.6% |
| 1Y | -17.8% | +216.1% | -233.9% | -35.8% |
| 3Y | -3.5% | +292.2% | -295.7% | -30.4% |
| All | +7.2% | +268.0% | -260.8% | -23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VIAV.
Daily Out/Under-Performance
Portfolio return minus VIAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIAV 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 VIAV 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