+310.5%
GHC vs VT
+374.2%
-63.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -2.2% | +0.4% | -2.6% | -2.5% |
| 30D | -6.3% | +1.0% | -7.3% | -7.0% |
| 3M | +1.9% | +2.4% | -0.4% | -0.3% |
| 6M | +5.8% | +12.0% | -6.2% | -3.7% |
| YTD | +3.9% | +15.3% | -11.4% | -7.7% |
| 1Y | +1.4% | +22.6% | -21.2% | -14.0% |
| 3Y | +97.2% | +74.7% | +22.5% | +28.2% |
| 5Y | +97.9% | +66.1% | +31.8% | +32.6% |
| 10Y | +152.4% | +225.0% | -72.6% | +2.8% |
| All | +310.5% | +374.2% | -63.7% | +19.4% |
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