+199.2%
VGT vs GEHC
+6.6%
+192.6%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.0% | +2.8% | +0.6% |
| 7D | +1.8% | -5.2% | +7.0% | +3.2% |
| 30D | -0.3% | -7.0% | +6.6% | +1.4% |
| 3M | +3.4% | +3.3% | +0.1% | +1.7% |
| 6M | +35.0% | -10.0% | +45.0% | +37.7% |
| YTD | +28.8% | -18.5% | +47.2% | +35.0% |
| 1Y | +38.0% | -14.4% | +52.4% | +41.8% |
| 3Y | +125.8% | +3.4% | +122.4% | +114.8% |
| All | +199.2% | +6.6% | +192.6% | +182.8% |
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