+192.7%
VLO vs GEHC
+1.8%
+190.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.0% | +6.3% | +3.8% |
| 7D | +5.8% | -5.2% | +10.9% | +6.6% |
| 30D | +28.3% | -7.0% | +35.3% | +29.8% |
| 3M | +48.7% | +3.3% | +45.4% | +47.2% |
| 6M | +71.9% | -10.0% | +81.9% | +74.3% |
| YTD | +138.7% | -18.5% | +157.1% | +148.5% |
| 1Y | +148.5% | -14.4% | +162.9% | +153.7% |
| 3Y | +192.7% | +3.4% | +189.2% | +172.5% |
| All | +192.7% | +1.8% | +190.8% | +172.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling