+100.6%
GHY vs VOO
+572.1%
-471.5%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.6% |
| 7D | -1.4% | -2.0% | +0.5% | -0.5% |
| 30D | -2.7% | -1.7% | -1.0% | -1.9% |
| 3M | -1.5% | +4.7% | -6.3% | -3.8% |
| 6M | -1.2% | +12.6% | -13.8% | -6.9% |
| YTD | -2.2% | +11.8% | -13.9% | -7.6% |
| 1Y | -5.8% | +17.5% | -23.3% | -13.3% |
| 3Y | +36.9% | +77.0% | -40.0% | +1.8% |
| 5Y | +18.7% | +82.6% | -63.9% | -14.0% |
| 10Y | +90.1% | +320.0% | -229.8% | -5.7% |
| All | +100.6% | +572.1% | -471.5% | -13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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