+103.0%
GHY vs VT
+340.8%
-237.7%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.2% | -0.3% |
| 7D | -1.0% | +0.4% | -1.5% | -1.3% |
| 30D | -1.5% | +1.0% | -2.5% | -2.0% |
| 3M | -0.5% | +2.4% | -2.9% | -1.9% |
| 6M | -2.7% | +12.0% | -14.7% | -8.6% |
| YTD | -1.0% | +15.3% | -16.3% | -8.5% |
| 1Y | -4.5% | +22.6% | -27.1% | -14.7% |
| 3Y | +38.2% | +74.7% | -36.5% | +1.2% |
| 5Y | +20.8% | +66.1% | -45.4% | -10.0% |
| 10Y | +89.4% | +225.0% | -135.6% | -0.3% |
| All | +103.0% | +340.8% | -237.7% | -4.5% |
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