+382.5%
GH vs VT
+141.8%
+240.7%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -1.5% |
| 7D | -11.2% | -0.1% | -11.1% | -10.9% |
| 30D | -7.2% | -3.1% | -4.2% | -2.6% |
| 3M | -7.1% | -3.5% | -3.6% | -2.2% |
| 6M | +62.3% | +0.5% | +61.9% | +61.1% |
| YTD | +52.1% | +10.8% | +41.3% | +30.8% |
| 1Y | +58.6% | +11.9% | +46.8% | +34.4% |
| 3Y | +619.9% | +73.0% | +546.9% | +225.9% |
| 5Y | +49.7% | +58.6% | -8.9% | -19.5% |
| All | +382.5% | +141.8% | +240.7% | +64.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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