+7.2%
GEHC vs VIG
+65.2%
-58.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -1.5% |
| 7D | -7.2% | -1.1% | -6.1% | -5.7% |
| 30D | -11.6% | -2.7% | -8.8% | -8.0% |
| 3M | -0.8% | +2.5% | -3.4% | -4.6% |
| 6M | -11.9% | +9.2% | -21.1% | -22.6% |
| YTD | -21.9% | +9.8% | -31.8% | -31.9% |
| 1Y | -17.8% | +12.4% | -30.2% | -30.4% |
| 3Y | -3.5% | +55.9% | -59.4% | -45.7% |
| All | +7.2% | +65.2% | -58.0% | -43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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