+237.5%
VLO vs GEHC
+32.0%
+205.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.3% | +5.0% | +3.8% |
| 7D | -0.4% | -3.7% | +3.3% | 0.0% |
| 30D | -16.6% | +22.0% | -38.6% | -18.6% |
| 3M | +12.3% | +13.6% | -1.3% | +10.5% |
| 6M | +47.8% | +34.0% | +13.8% | +41.5% |
| YTD | +126.7% | +0.9% | +125.8% | +127.8% |
| 1Y | +105.4% | +12.7% | +92.6% | +100.3% |
| 3Y | +222.0% | +19.4% | +202.5% | +209.8% |
| All | +237.5% | +32.0% | +205.5% | +215.9% |
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