+12.0%
GEHC vs VSXY
+95.0%
-83.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.9% | -6.9% | -3.4% |
| 7D | -5.2% | -6.8% | +1.6% | -4.6% |
| 30D | -7.0% | -20.4% | +13.4% | -5.0% |
| 3M | +3.3% | +2.9% | +0.4% | +2.7% |
| 6M | -10.0% | +67.9% | -77.9% | -16.4% |
| YTD | -18.5% | +44.9% | -63.3% | -23.3% |
| 1Y | -14.4% | +205.9% | -220.3% | -26.3% |
| 3Y | +3.4% | +373.9% | -370.4% | -18.9% |
| All | +12.0% | +95.0% | -83.1% | +6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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