-42.3%
GHI vs VT
+217.6%
-260.0%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.5% | -6.9% | -7.2% |
| 7D | -15.5% | -0.1% | -15.3% | -15.4% |
| 30D | -21.3% | -3.1% | -18.2% | -20.0% |
| 3M | -28.4% | -3.5% | -24.9% | -27.0% |
| 6M | -22.6% | +0.5% | -23.1% | -23.0% |
| YTD | -37.5% | +10.8% | -48.3% | -41.1% |
| 1Y | -37.3% | +11.9% | -49.2% | -41.3% |
| 3Y | -65.1% | +73.0% | -138.1% | -75.0% |
| 5Y | -66.1% | +58.6% | -124.7% | -74.5% |
| 10Y | -42.3% | +219.2% | -261.5% | -73.4% |
| All | -42.3% | +217.6% | -260.0% | -73.4% |
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 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