+407.3%
GHM vs VT
+224.4%
+183.0%
-74.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.9% | -2.9% |
| 7D | +24.7% | -0.7% | +25.4% | +25.4% |
| 30D | +6.7% | -1.7% | +8.4% | +8.5% |
| 3M | -20.3% | -2.3% | -18.0% | -18.4% |
| 6M | -11.8% | +1.5% | -13.3% | -12.6% |
| YTD | +35.0% | +12.0% | +22.9% | +22.6% |
| 1Y | +45.7% | +12.9% | +32.9% | +31.8% |
| 3Y | +403.4% | +74.9% | +328.5% | +222.9% |
| 5Y | +543.1% | +59.9% | +483.2% | +339.3% |
| 10Y | +407.3% | +224.6% | +182.7% | +68.6% |
| All | +407.3% | +224.4% | +183.0% | +68.6% |
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