+388.8%
GH vs VIG
+150.3%
+238.5%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.8% | -2.0% |
| 7D | -2.5% | -1.1% | -1.4% | -1.1% |
| 30D | -4.7% | -2.7% | -1.9% | -1.2% |
| 3M | +20.2% | +2.5% | +17.7% | +15.9% |
| 6M | +78.8% | +9.2% | +69.5% | +58.9% |
| YTD | +54.1% | +9.8% | +44.3% | +36.2% |
| 1Y | +177.1% | +12.4% | +164.7% | +136.7% |
| 3Y | +371.6% | +55.9% | +315.7% | +164.7% |
| 5Y | +21.9% | +63.9% | -42.0% | -32.9% |
| All | +388.8% | +150.3% | +238.5% | +63.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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