+340.8%
GHC vs VT
+345.0%
-4.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.1% | +2.1% | +1.2% |
| 7D | +4.8% | -4.2% | +9.0% | +8.2% |
| 30D | +5.4% | -5.8% | +11.2% | +10.1% |
| 3M | +0.6% | -5.2% | +5.8% | +4.6% |
| 6M | +8.4% | +0.1% | +8.2% | +7.4% |
| YTD | +11.6% | +8.2% | +3.3% | +3.9% |
| 1Y | +18.1% | +10.1% | +8.0% | +8.5% |
| 3Y | +100.2% | +69.7% | +30.6% | +32.8% |
| 5Y | +109.7% | +53.4% | +56.4% | +49.1% |
| 10Y | +202.5% | +219.2% | -16.7% | +25.0% |
| All | +340.8% | +345.0% | -4.2% | +34.2% |
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 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