+41.7%
GHRS vs VT
+68.8%
-27.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.2% | -0.1% |
| 7D | -2.3% | -2.0% | -0.3% | -0.2% |
| 30D | -6.2% | -1.4% | -4.8% | -4.8% |
| 3M | +34.0% | +4.7% | +29.3% | +26.6% |
| 6M | +73.1% | +11.4% | +61.7% | +53.7% |
| YTD | +114.8% | +13.1% | +101.7% | +88.5% |
| 1Y | +111.6% | +19.0% | +92.6% | +77.2% |
| 3Y | +172.8% | +73.9% | +98.9% | +49.5% |
| 5Y | +17.6% | +65.4% | -47.8% | -31.2% |
| All | +41.7% | +68.8% | -27.1% | -17.3% |
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