+39.3%
GEHC vs VMC
+58.1%
-18.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +1.7% |
| 7D | +0.8% | -1.3% | +2.0% | +1.3% |
| 30D | +21.3% | +15.5% | +5.9% | +14.4% |
| 3M | +12.6% | +0.6% | +12.0% | +12.2% |
| 6M | +34.3% | +2.1% | +32.2% | +32.1% |
| YTD | +1.4% | -1.6% | +3.0% | 0.0% |
| 1Y | +12.5% | -1.2% | +13.6% | +10.7% |
| 3Y | +19.2% | +35.3% | -16.1% | +1.0% |
| All | +39.3% | +58.1% | -18.9% | +10.5% |
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