+387.8%
GH vs VFC
-27.2%
+415.0%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.3% | +1.6% |
| 7D | -0.2% | -2.3% | +2.2% | +0.3% |
| 30D | -2.6% | -13.4% | +10.7% | +0.5% |
| 3M | +25.1% | -23.7% | +48.8% | +31.7% |
| 6M | +78.5% | -24.5% | +102.9% | +87.7% |
| YTD | +59.4% | -27.8% | +87.2% | +69.6% |
| 1Y | +173.9% | -13.5% | +187.3% | +175.4% |
| All | +387.8% | -27.2% | +415.0% | +362.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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