-0.8%
GHRS vs VT
+65.8%
-66.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.3% | +3.6% | +3.6% |
| 7D | +2.6% | +2.4% | +0.3% | +0.1% |
| 30D | +2.9% | -1.5% | +4.4% | +4.8% |
| 3M | -32.2% | -4.1% | -28.1% | -28.9% |
| 6M | -12.7% | +0.6% | -13.3% | -13.3% |
| YTD | +50.4% | +11.0% | +39.4% | +35.0% |
| 1Y | +39.2% | +13.3% | +25.9% | +22.3% |
| 3Y | +154.7% | +73.4% | +81.3% | +40.3% |
| 5Y | -13.7% | +57.4% | -71.1% | -48.5% |
| All | -0.8% | +65.8% | -66.5% | -40.8% |
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