+442.4%
VST vs GEHC
+31.6%
+410.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -1.6% | +12.2% | +10.9% |
| 7D | -9.8% | +7.6% | -17.4% | -11.6% |
| 30D | -25.1% | +27.5% | -52.6% | -29.8% |
| 3M | -11.6% | +17.2% | -28.8% | -15.4% |
| 6M | -20.9% | +33.6% | -54.5% | -27.8% |
| YTD | -22.3% | +0.6% | -22.9% | -22.8% |
| 1Y | -32.0% | +11.3% | -43.3% | -35.0% |
| 3Y | +262.4% | +16.5% | +245.9% | +239.8% |
| All | +442.4% | +31.6% | +410.8% | +372.1% |
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