+37.3%
GEHC vs VMC
+59.0%
-21.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.3% |
| 7D | -2.3% | -1.7% | -0.6% | -1.6% |
| 30D | +19.0% | +15.3% | +3.8% | +12.3% |
| 3M | +13.3% | +0.3% | +13.0% | +13.0% |
| 6M | +31.5% | +0.9% | +30.7% | +30.1% |
| YTD | 0.0% | -1.0% | +1.0% | -1.6% |
| 1Y | +9.4% | -4.3% | +13.7% | +9.3% |
| 3Y | +18.3% | +35.3% | -17.0% | +0.2% |
| All | +37.3% | +59.0% | -21.7% | +8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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