+136.5%
VUG vs GEHC
+32.0%
+104.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +2.9% | +2.0% |
| 7D | -1.1% | -3.7% | +2.7% | -0.2% |
| 30D | -7.0% | +22.0% | -29.0% | -11.4% |
| 3M | -3.7% | +13.6% | -17.3% | -6.7% |
| 6M | -1.6% | +34.0% | -35.6% | -9.2% |
| YTD | +5.1% | +0.9% | +4.2% | +4.3% |
| 1Y | +3.8% | +12.7% | -9.0% | -0.6% |
| 3Y | +79.9% | +19.4% | +60.4% | +65.7% |
| All | +136.5% | +32.0% | +104.6% | +111.1% |
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 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