+393.1%
GH vs VT
+142.9%
+250.2%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.6% | +2.6% | +1.5% |
| 7D | -7.0% | +0.4% | -7.4% | -7.3% |
| 30D | -5.2% | -2.6% | -2.6% | -1.2% |
| 3M | -5.8% | -3.2% | -2.5% | -1.2% |
| 6M | +65.9% | +0.9% | +65.0% | +63.5% |
| YTD | +55.5% | +11.3% | +44.2% | +32.8% |
| 1Y | +64.2% | +14.0% | +50.2% | +35.3% |
| 3Y | +606.0% | +75.8% | +530.2% | +211.7% |
| 5Y | +47.3% | +57.8% | -10.5% | -20.5% |
| All | +393.1% | +142.9% | +250.2% | +66.6% |
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