+478.1%
VST vs GEHC
+32.6%
+445.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.4% | -2.6% | -1.4% |
| 7D | +6.6% | +0.8% | +5.8% | +6.4% |
| 30D | -12.4% | +21.3% | -33.7% | -16.8% |
| 3M | -9.0% | +12.6% | -21.6% | -11.9% |
| 6M | -6.4% | +34.3% | -40.7% | -14.6% |
| YTD | -17.2% | +1.4% | -18.6% | -17.9% |
| 1Y | -22.0% | +12.5% | -34.5% | -25.6% |
| 3Y | +296.7% | +19.2% | +277.5% | +270.6% |
| All | +478.1% | +32.6% | +445.5% | +402.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling