+401.3%
GH vs VMC
+150.3%
+251.0%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.2% |
| 7D | -0.1% | -4.3% | +4.3% | +2.0% |
| 30D | -1.1% | -8.2% | +7.2% | +3.0% |
| 3M | +21.3% | -7.0% | +28.4% | +24.5% |
| 6M | +73.5% | -10.8% | +84.3% | +80.9% |
| YTD | +58.0% | -7.4% | +65.4% | +60.0% |
| 1Y | +163.1% | -9.5% | +172.5% | +168.4% |
| 3Y | +361.0% | +20.5% | +340.6% | +307.3% |
| 5Y | +22.5% | +51.6% | -29.0% | -2.1% |
| All | +401.3% | +150.3% | +251.0% | +207.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling