+7.2%
GEHC vs VTR
+121.2%
-114.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.3% |
| 7D | -7.2% | -0.3% | -6.8% | -7.1% |
| 30D | -11.6% | +1.1% | -12.7% | -11.9% |
| 3M | -0.8% | +7.9% | -8.7% | -4.0% |
| 6M | -11.9% | +6.2% | -18.1% | -14.3% |
| YTD | -21.9% | +17.7% | -39.7% | -27.0% |
| 1Y | -17.8% | +32.9% | -50.7% | -27.2% |
| 3Y | -3.5% | +129.7% | -133.2% | -30.5% |
| All | +7.2% | +121.2% | -114.0% | -26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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