+143.1%
VUG vs GEHC
+4.1%
+139.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | +0.1% |
| 7D | +0.1% | -7.6% | +7.7% | +2.0% |
| 30D | -1.7% | -10.7% | +9.0% | +1.0% |
| 3M | +2.8% | -1.2% | +4.0% | +2.5% |
| 6M | +13.6% | -13.7% | +27.3% | +17.1% |
| YTD | +8.1% | -20.4% | +28.5% | +13.6% |
| 1Y | +13.1% | -17.0% | +30.1% | +17.1% |
| 3Y | +87.0% | +0.9% | +86.0% | +79.4% |
| All | +143.1% | +4.1% | +139.0% | +129.9% |
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