+199.3%
VGT vs GEHC
+2.1%
+197.2%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.3% |
| 7D | -0.2% | -7.2% | +7.0% | +1.7% |
| 30D | -0.4% | -11.6% | +11.1% | +2.6% |
| 3M | +4.4% | -0.8% | +5.3% | +3.8% |
| 6M | +32.1% | -11.9% | +44.0% | +35.3% |
| YTD | +28.8% | -21.9% | +50.7% | +36.5% |
| 1Y | +35.3% | -17.8% | +53.2% | +40.6% |
| 3Y | +124.8% | -3.5% | +128.3% | +117.6% |
| All | +199.3% | +2.1% | +197.2% | +186.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling