+370.6%
GHM vs VT
+69.7%
+300.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +0.2% | +8.0% | +7.8% |
| 7D | +11.5% | -2.3% | +13.9% | +14.9% |
| 30D | -7.5% | -5.0% | -2.5% | +0.3% |
| 3M | -25.7% | -4.9% | -20.8% | -19.4% |
| 6M | -19.3% | -1.5% | -17.8% | -17.3% |
| YTD | +21.5% | +8.5% | +13.0% | +6.0% |
| 1Y | +25.6% | +11.4% | +14.2% | +5.3% |
| 3Y | +370.6% | +70.1% | +300.5% | +159.4% |
| All | +370.6% | +69.7% | +300.8% | +159.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling