+163.1%
GH vs VMC
-8.5%
+171.6%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | +0.2% |
| 7D | -0.1% | -4.3% | +4.3% | +0.3% |
| 30D | -1.1% | -8.2% | +7.2% | -0.4% |
| 3M | +21.3% | -7.0% | +28.4% | +22.3% |
| 6M | +73.5% | -10.8% | +84.3% | +73.1% |
| YTD | +58.0% | -7.4% | +65.4% | +56.1% |
| 1Y | +163.1% | -9.5% | +172.5% | +155.2% |
| All | +163.1% | -8.5% | +171.6% | +155.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 1y: compounded portfolio wealth divided by compounded VMC 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…
1y analysis · Full analysis span regression · 6 months rolling