+400.2%
GHM vs VT
+222.7%
+177.5%
-74.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | +2.0% | +0.4% | +1.5% | +1.6% |
| 30D | -16.0% | +1.0% | -16.9% | -16.7% |
| 3M | -18.7% | +2.4% | -21.1% | -20.2% |
| 6M | +2.0% | +12.0% | -10.0% | -7.8% |
| YTD | +36.7% | +15.3% | +21.3% | +20.6% |
| 1Y | +78.5% | +22.6% | +55.9% | +49.6% |
| 3Y | +442.9% | +74.7% | +368.2% | +246.3% |
| 5Y | +566.8% | +66.1% | +500.7% | +338.8% |
| All | +400.2% | +222.7% | +177.5% | +66.9% |
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