+403.6%
GHM vs VT
+215.5%
+188.1%
-74.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +0.2% | +8.0% | +8.0% |
| 7D | +11.5% | -2.3% | +13.9% | +13.6% |
| 30D | -7.5% | -5.0% | -2.5% | -3.0% |
| 3M | -25.7% | -4.9% | -20.8% | -22.0% |
| 6M | -19.3% | -1.5% | -17.8% | -17.8% |
| YTD | +21.5% | +8.5% | +13.0% | +13.7% |
| 1Y | +25.6% | +11.4% | +14.2% | +15.0% |
| 3Y | +370.6% | +70.1% | +300.5% | +210.2% |
| 5Y | +472.8% | +53.7% | +419.1% | +306.1% |
| All | +403.6% | +215.5% | +188.1% | +81.4% |
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