+7.2%
GEHC vs VIVK
-100.0%
+107.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.4% | +6.9% | -0.4% |
| 7D | -7.2% | -4.4% | -2.8% | -7.1% |
| 30D | -11.6% | -40.8% | +29.3% | -11.1% |
| 3M | -0.8% | -94.1% | +93.3% | +1.4% |
| 6M | -11.9% | -98.2% | +86.3% | -9.1% |
| YTD | -21.9% | -98.0% | +76.1% | -19.9% |
| 1Y | -17.8% | -100.0% | +82.1% | -13.5% |
| 3Y | -3.5% | -100.0% | +96.4% | -1.2% |
| All | +7.2% | -100.0% | +107.2% | +10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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