+24.4%
GH vs VMC
+48.3%
-23.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.3% | +4.4% | +3.4% |
| 7D | -0.2% | -5.3% | +5.1% | +3.6% |
| 30D | -2.6% | -12.3% | +9.6% | +6.3% |
| 3M | +25.1% | -10.3% | +35.4% | +32.6% |
| 6M | +78.5% | -8.6% | +87.0% | +84.7% |
| YTD | +59.4% | -11.9% | +71.3% | +65.8% |
| 1Y | +173.9% | -13.9% | +187.8% | +188.2% |
| 3Y | +382.7% | +18.2% | +364.6% | +273.8% |
| 5Y | +24.4% | +47.7% | -23.3% | -18.2% |
| All | +24.4% | +48.3% | -23.8% | -18.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling