+376.5%
GH vs VT
+136.2%
+240.3%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -4.1% | -4.9% | -3.0% |
| 7D | -17.2% | -4.2% | -13.0% | -11.8% |
| 30D | -10.1% | -5.8% | -4.3% | -1.7% |
| 3M | -6.0% | -5.2% | -0.7% | +1.7% |
| 6M | +71.4% | +0.1% | +71.3% | +70.8% |
| YTD | +50.2% | +8.2% | +42.0% | +33.6% |
| 1Y | +61.4% | +10.1% | +51.3% | +39.8% |
| 3Y | +435.2% | +69.7% | +365.5% | +148.9% |
| 5Y | +39.2% | +53.4% | -14.1% | -21.7% |
| All | +376.5% | +136.2% | +240.3% | +67.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling