+393.9%
GH vs VTEB
+17.6%
+376.2%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -1.8% |
| 7D | -1.2% | -1.2% | 0.0% | -0.5% |
| 30D | -3.7% | -2.9% | -0.8% | -1.9% |
| 3M | +21.7% | -3.2% | +24.8% | +24.2% |
| 6M | +75.7% | -2.6% | +78.4% | +79.0% |
| YTD | +55.7% | -1.8% | +57.5% | +57.8% |
| 1Y | +181.1% | +0.2% | +180.9% | +181.7% |
| 3Y | +371.6% | +8.2% | +363.4% | +353.6% |
| 5Y | +23.2% | +0.8% | +22.4% | +16.6% |
| All | +393.9% | +17.6% | +376.2% | +1,000.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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