+9.3%
GEHC vs VYM
+65.0%
-55.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -1.7% |
| 7D | -7.6% | -1.0% | -6.7% | -6.4% |
| 30D | -10.7% | -2.0% | -8.6% | -8.2% |
| 3M | -1.2% | +3.1% | -4.3% | -5.2% |
| 6M | -13.7% | +8.9% | -22.6% | -23.0% |
| YTD | -20.4% | +14.7% | -35.2% | -33.7% |
| 1Y | -17.0% | +19.4% | -36.5% | -34.3% |
| 3Y | +0.9% | +65.4% | -64.5% | -43.3% |
| All | +9.3% | +65.0% | -55.7% | -38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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