+470.2%
VST vs GEHC
+33.6%
+436.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.6% | -1.9% |
| 7D | -6.0% | +3.7% | -9.7% | -7.0% |
| 30D | -18.8% | +27.3% | -46.1% | -23.8% |
| 3M | -8.0% | +14.7% | -22.8% | -11.4% |
| 6M | -10.9% | +31.9% | -42.9% | -18.2% |
| YTD | -18.3% | +2.2% | -20.5% | -19.1% |
| 1Y | -29.9% | +14.1% | -44.0% | -33.4% |
| 3Y | +290.3% | +21.0% | +269.3% | +263.7% |
| All | +470.2% | +33.6% | +436.5% | +394.7% |
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