+0.1%
GHRS vs VT
+66.2%
-66.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.6% | +0.9% | +0.7% |
| 7D | -6.0% | +0.4% | -6.4% | -6.3% |
| 30D | -8.8% | -2.6% | -6.2% | -5.9% |
| 3M | -36.4% | -3.2% | -33.1% | -33.9% |
| 6M | -10.1% | +0.9% | -11.0% | -11.1% |
| YTD | +51.7% | +11.3% | +40.3% | +35.8% |
| 1Y | +42.7% | +14.0% | +28.7% | +24.8% |
| 3Y | +142.3% | +75.8% | +66.4% | +31.4% |
| 5Y | -31.0% | +57.8% | -88.8% | -58.9% |
| All | +0.1% | +66.2% | -66.1% | -40.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling