+12.0%
GEHC vs VIVK
-100.0%
+111.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +7.7% | -10.7% | -3.1% |
| 7D | -5.2% | +13.1% | -18.2% | -5.3% |
| 30D | -7.0% | -29.7% | +22.7% | -6.6% |
| 3M | +3.3% | -93.0% | +96.3% | +5.4% |
| 6M | -10.0% | -98.0% | +88.0% | -7.3% |
| YTD | -18.5% | -97.8% | +79.3% | -16.4% |
| 1Y | -14.4% | -100.0% | +85.6% | -9.9% |
| 3Y | +3.4% | -100.0% | +103.4% | +5.8% |
| All | +12.0% | -100.0% | +111.9% | +14.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling