-3.1%
GEHC vs VIVK
-100.0%
+96.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.4% | -3.8% | -1.5% |
| 7D | -7.9% | -9.5% | +1.6% | -7.8% |
| 30D | -11.7% | -35.1% | +23.4% | -11.3% |
| 3M | +0.8% | -93.4% | +94.2% | +2.9% |
| 6M | -11.6% | -98.0% | +86.4% | -9.0% |
| YTD | -21.6% | -97.9% | +76.3% | -19.5% |
| 1Y | -15.3% | -100.0% | +84.7% | -11.1% |
| All | -3.1% | -100.0% | +96.9% | -4.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling