+145.2%
VUG vs GEHC
+10.0%
+135.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.2% |
| 7D | -0.1% | -4.0% | +3.9% | +0.9% |
| 30D | -0.3% | -2.0% | +1.6% | +0.1% |
| 3M | -0.7% | +8.0% | -8.7% | -3.2% |
| 6M | +14.6% | -12.8% | +27.4% | +18.0% |
| YTD | +9.0% | -15.9% | +24.9% | +13.1% |
| 1Y | +14.9% | -6.9% | +21.8% | +15.2% |
| 3Y | +86.0% | 0.0% | +86.1% | +78.8% |
| All | +145.2% | +10.0% | +135.3% | +128.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling