+187.0%
GHC vs VT
+217.6%
-30.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.9% |
| 7D | +2.1% | -0.1% | +2.3% | +2.1% |
| 30D | +4.3% | -3.1% | +7.4% | +6.9% |
| 3M | +3.9% | -3.5% | +7.4% | +6.8% |
| 6M | +7.9% | +0.5% | +7.4% | +6.5% |
| YTD | +12.0% | +10.8% | +1.2% | +1.2% |
| 1Y | +11.9% | +11.9% | 0.0% | +0.2% |
| 3Y | +104.0% | +73.0% | +31.0% | +26.0% |
| 5Y | +114.8% | +58.6% | +56.2% | +42.0% |
| 10Y | +187.0% | +219.2% | -32.2% | +6.1% |
| All | +187.0% | +217.6% | -30.6% | +6.1% |
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