+9.3%
GEHC vs VSH
+54.5%
-45.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.7% | -3.1% | -2.5% |
| 7D | -7.6% | +3.5% | -11.2% | -8.2% |
| 30D | -10.7% | -4.4% | -6.3% | -10.2% |
| 3M | -1.2% | -45.8% | +44.6% | +9.0% |
| 6M | -13.7% | +90.1% | -103.9% | -33.6% |
| YTD | -20.4% | +120.3% | -140.8% | -41.9% |
| 1Y | -17.0% | +112.2% | -129.3% | -39.2% |
| 3Y | +0.9% | +36.6% | -35.6% | -21.6% |
| All | +9.3% | +54.5% | -45.2% | -16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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