+393.9%
GH vs VMC
+138.8%
+255.0%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.6% | -2.4% |
| 7D | -1.2% | -3.7% | +2.5% | +0.5% |
| 30D | -3.7% | -12.8% | +9.1% | +2.6% |
| 3M | +21.7% | -7.9% | +29.6% | +25.3% |
| 6M | +75.7% | -7.5% | +83.3% | +79.7% |
| YTD | +55.7% | -11.6% | +67.3% | +61.2% |
| 1Y | +181.1% | -14.3% | +195.4% | +194.5% |
| 3Y | +371.6% | +18.5% | +353.1% | +320.1% |
| 5Y | +23.2% | +46.8% | -23.6% | +0.2% |
| All | +393.9% | +138.8% | +255.0% | +209.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling