-40.8%
GHI vs VT
+221.8%
-262.6%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.9% |
| 7D | -6.8% | +2.4% | -9.1% | -8.0% |
| 30D | -15.4% | -1.5% | -13.9% | -14.7% |
| 3M | -31.0% | -4.1% | -26.8% | -29.4% |
| 6M | -16.7% | +0.6% | -17.2% | -17.1% |
| YTD | -35.3% | +11.0% | -46.3% | -39.1% |
| 1Y | -32.7% | +13.3% | -46.1% | -37.5% |
| 3Y | -64.3% | +73.4% | -137.7% | -74.4% |
| 5Y | -64.9% | +57.4% | -122.3% | -73.4% |
| All | -40.8% | +221.8% | -262.6% | -73.2% |
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 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