+380.7%
GH vs VT
+144.5%
+236.2%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -2.0% |
| 7D | -8.2% | -0.7% | -7.5% | -7.0% |
| 30D | -4.9% | -1.7% | -3.2% | -2.2% |
| 3M | -6.2% | -2.3% | -3.9% | -3.1% |
| 6M | +60.0% | +1.5% | +58.5% | +56.4% |
| YTD | +51.5% | +12.0% | +39.5% | +28.2% |
| 1Y | +58.4% | +12.9% | +45.5% | +32.5% |
| 3Y | +617.2% | +74.9% | +542.3% | +219.3% |
| 5Y | +47.0% | +59.9% | -12.9% | -22.0% |
| All | +380.7% | +144.5% | +236.2% | +60.8% |
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