+84.0%
VEA vs GEHC
+32.6%
+51.4%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.3% |
| 7D | +2.3% | +0.8% | +1.5% | +2.1% |
| 30D | +0.2% | +21.3% | -21.1% | -3.7% |
| 3M | -5.3% | +12.6% | -17.9% | -7.7% |
| 6M | -0.9% | +34.3% | -35.2% | -7.4% |
| YTD | +12.2% | +1.4% | +10.8% | +11.3% |
| 1Y | +16.1% | +12.5% | +3.6% | +12.4% |
| 3Y | +73.0% | +19.2% | +53.8% | +62.9% |
| All | +84.0% | +32.6% | +51.4% | +71.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 5y: compounded portfolio wealth divided by compounded GEHC 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…
5y analysis · Full analysis span regression · 6 months rolling