+23.0%
GEHC vs VLTO
+56.4%
-33.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.1% |
| 7D | +0.8% | +1.0% | -0.2% | +0.3% |
| 30D | +21.3% | +17.5% | +3.8% | +11.2% |
| 3M | +12.6% | +21.4% | -8.8% | +1.3% |
| 6M | +34.3% | +38.1% | -3.8% | +12.9% |
| YTD | +1.4% | +19.0% | -17.6% | -8.0% |
| 1Y | +12.5% | +20.7% | -8.2% | +0.9% |
| 3Y | +19.2% | +64.3% | -45.1% | -4.3% |
| All | +23.0% | +56.4% | -33.4% | -0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 5y: compounded portfolio wealth divided by compounded VLTO 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…
5y analysis · Full analysis span regression · 6 months rolling