+401.3%
GH vs VIG
+153.0%
+248.3%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.8% |
| 7D | -0.1% | -0.4% | +0.4% | +0.5% |
| 30D | -1.1% | -1.0% | -0.1% | +0.1% |
| 3M | +21.3% | +2.8% | +18.5% | +16.7% |
| 6M | +73.5% | +8.2% | +65.3% | +56.2% |
| YTD | +58.0% | +11.0% | +47.0% | +37.7% |
| 1Y | +163.1% | +16.1% | +146.9% | +114.8% |
| 3Y | +361.0% | +56.2% | +304.9% | +158.1% |
| 5Y | +22.5% | +63.0% | -40.4% | -32.3% |
| All | +401.3% | +153.0% | +248.3% | +65.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling