+95.4%
GHY vs VT
+328.2%
-232.8%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.9% | -1.3% |
| 7D | -1.4% | -0.7% | -0.7% | -1.1% |
| 30D | +1.2% | -1.7% | +2.9% | +2.1% |
| 3M | -5.2% | -2.3% | -2.9% | -4.1% |
| 6M | -4.1% | +1.5% | -5.6% | -5.1% |
| YTD | -4.7% | +12.0% | -16.8% | -10.7% |
| 1Y | -3.9% | +12.9% | -16.8% | -10.3% |
| 3Y | +38.3% | +74.9% | -36.7% | +1.0% |
| 5Y | +17.2% | +59.9% | -42.8% | -10.9% |
| 10Y | +91.8% | +224.6% | -132.9% | +1.5% |
| All | +95.4% | +328.2% | -232.8% | -6.7% |
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