+393.9%
GH vs VO
+122.7%
+271.2%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.4% | -1.0% |
| 7D | -1.2% | -2.5% | +1.2% | +2.3% |
| 30D | -3.7% | -3.2% | -0.4% | +0.7% |
| 3M | +21.7% | +3.9% | +17.8% | +14.9% |
| 6M | +75.7% | +9.6% | +66.1% | +55.0% |
| YTD | +55.7% | +11.6% | +44.1% | +34.3% |
| 1Y | +181.1% | +12.6% | +168.5% | +137.6% |
| 3Y | +371.6% | +55.4% | +316.2% | +162.3% |
| 5Y | +23.2% | +41.8% | -18.6% | -17.3% |
| All | +393.9% | +122.7% | +271.2% | +113.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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