+94.2%
VEA vs GEHC
+6.6%
+87.6%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.0% | +2.6% | +0.2% |
| 7D | +1.9% | -5.2% | +7.0% | +2.9% |
| 30D | +0.8% | -7.0% | +7.7% | +2.2% |
| 3M | +5.7% | +3.3% | +2.4% | +4.4% |
| 6M | +13.3% | -10.0% | +23.3% | +15.2% |
| YTD | +18.4% | -18.5% | +36.9% | +22.9% |
| 1Y | +27.0% | -14.4% | +41.4% | +30.0% |
| 3Y | +79.3% | +3.4% | +75.8% | +74.5% |
| All | +94.2% | +6.6% | +87.6% | +89.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling