+227.8%
VST vs GEHC
+17.5%
+210.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -2.4% | -3.8% | -5.6% |
| 7D | -19.9% | +9.6% | -29.5% | -21.9% |
| 30D | -29.7% | +29.4% | -59.0% | -34.7% |
| 3M | -19.6% | +19.3% | -38.9% | -23.7% |
| 6M | -29.4% | +37.4% | -66.8% | -36.8% |
| YTD | -29.7% | +2.3% | -32.0% | -30.2% |
| 1Y | -40.0% | +11.0% | -51.0% | -42.7% |
| All | +227.8% | +17.5% | +210.3% | +208.8% |
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 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