+451.2%
GHM vs VT
+223.7%
+227.5%
-74.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.6% | +2.6% | +11.0% | +11.0% |
| 7D | +25.3% | +0.4% | +25.0% | +24.6% |
| 30D | +7.6% | -2.6% | +10.2% | +10.4% |
| 3M | -20.6% | -3.2% | -17.4% | -17.9% |
| 6M | -9.7% | +0.9% | -10.7% | -10.0% |
| YTD | +38.0% | +11.3% | +26.7% | +26.2% |
| 1Y | +42.1% | +14.0% | +28.1% | +27.5% |
| 3Y | +426.1% | +75.8% | +350.2% | +237.0% |
| 5Y | +573.6% | +57.8% | +515.7% | +366.4% |
| 10Y | +451.2% | +219.8% | +231.4% | +98.2% |
| All | +451.2% | +223.7% | +227.5% | +98.2% |
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