+9.3%
GEHC vs VWO
+70.0%
-60.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -2.0% |
| 7D | -7.6% | +0.2% | -7.8% | -7.8% |
| 30D | -10.7% | +0.9% | -11.5% | -11.3% |
| 3M | -1.2% | +4.3% | -5.5% | -5.2% |
| 6M | -13.7% | +10.5% | -24.3% | -21.6% |
| YTD | -20.4% | +13.4% | -33.8% | -29.5% |
| 1Y | -17.0% | +18.6% | -35.6% | -29.3% |
| 3Y | +0.9% | +65.8% | -64.9% | -34.2% |
| All | +9.3% | +70.0% | -60.7% | -33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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