+368.5%
GH vs VT
+136.8%
+231.8%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -2.0% |
| 7D | -15.6% | -2.3% | -13.3% | -12.6% |
| 30D | -10.4% | -5.0% | -5.4% | -3.3% |
| 3M | -4.3% | -4.9% | +0.6% | +2.9% |
| 6M | +63.5% | -1.5% | +65.1% | +67.1% |
| YTD | +47.7% | +8.5% | +39.2% | +30.9% |
| 1Y | +56.7% | +11.4% | +45.4% | +33.5% |
| 3Y | +443.9% | +70.1% | +373.8% | +152.1% |
| 5Y | +36.9% | +53.7% | -16.8% | -23.2% |
| All | +368.5% | +136.8% | +231.8% | +64.2% |
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