+49.1%
GHYB vs VT
+176.1%
-126.9%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | 0.0% | +0.4% | -0.4% | -0.1% |
| 30D | +0.4% | +1.0% | -0.6% | 0.0% |
| 3M | +1.0% | +2.4% | -1.4% | 0.0% |
| 6M | +1.7% | +12.0% | -10.3% | -2.5% |
| YTD | +2.3% | +15.3% | -13.0% | -3.0% |
| 1Y | +4.3% | +22.6% | -18.3% | -3.4% |
| 3Y | +26.9% | +74.7% | -47.7% | +2.5% |
| 5Y | +20.5% | +66.1% | -45.6% | -1.9% |
| All | +49.1% | +176.1% | -126.9% | -0.9% |
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 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