+1,371.5%
VRT vs GEHC
+33.6%
+1,337.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.7% | -3.0% |
| 7D | -17.7% | +3.7% | -21.4% | -18.7% |
| 30D | -20.0% | +27.3% | -47.3% | -25.6% |
| 3M | -28.1% | +14.7% | -42.8% | -31.2% |
| 6M | -42.8% | +31.9% | -74.8% | -48.9% |
| YTD | +20.0% | +2.2% | +17.8% | +18.8% |
| 1Y | +3.5% | +14.1% | -10.6% | -2.9% |
| 3Y | +366.1% | +21.0% | +345.1% | +316.7% |
| All | +1,371.5% | +33.6% | +1,337.8% | +1,181.5% |
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 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