+76.9%
VUG vs GEHC
+22.7%
+54.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.3% | -0.6% |
| 7D | -1.2% | +3.7% | -4.9% | -2.0% |
| 30D | -8.9% | +27.3% | -36.2% | -14.0% |
| 3M | -5.9% | +14.7% | -20.7% | -9.0% |
| 6M | -3.3% | +31.9% | -35.2% | -10.3% |
| YTD | +3.4% | +2.2% | +1.2% | +2.6% |
| 1Y | +1.9% | +14.1% | -12.2% | -2.5% |
| 3Y | +76.9% | +21.0% | +56.0% | +66.8% |
| All | +76.9% | +22.7% | +54.2% | +66.8% |
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