0.0%
GHRS vs VT
+67.3%
-67.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -2.8% |
| 7D | -3.4% | -0.7% | -2.7% | -2.6% |
| 30D | -3.8% | -1.7% | -2.1% | -1.8% |
| 3M | -33.8% | -2.3% | -31.5% | -32.0% |
| 6M | -9.5% | +1.5% | -11.0% | -11.0% |
| YTD | +51.6% | +12.0% | +39.5% | +34.7% |
| 1Y | +35.4% | +12.9% | +22.5% | +19.6% |
| 3Y | +134.5% | +74.9% | +59.5% | +27.9% |
| 5Y | -16.0% | +59.9% | -75.9% | -50.4% |
| All | 0.0% | +67.3% | -67.3% | -40.9% |
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