+290.3%
VST vs GEHC
+22.7%
+267.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.6% | -1.9% |
| 7D | -6.0% | +3.7% | -9.7% | -7.1% |
| 30D | -18.8% | +27.3% | -46.1% | -24.3% |
| 3M | -8.0% | +14.7% | -22.8% | -11.7% |
| 6M | -10.9% | +31.9% | -42.9% | -19.0% |
| YTD | -18.3% | +2.2% | -20.5% | -18.8% |
| 1Y | -29.9% | +14.1% | -44.0% | -33.8% |
| 3Y | +290.3% | +21.0% | +269.3% | +266.4% |
| All | +290.3% | +22.7% | +267.6% | +266.4% |
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