-17.8%
GEHC vs VIVK
-100.0%
+82.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -10.9% |
| 3M | -0.8% | -94.1% | +93.3% | +1.9% |
| 6M | -11.9% | -98.2% | +86.3% | -8.4% |
| YTD | -21.9% | -98.0% | +76.1% | -19.2% |
| 1Y | -17.8% | -100.0% | +82.1% | -9.6% |
| All | -17.8% | -100.0% | +82.1% | -9.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling