+54.4%
GHYG vs VT
+226.9%
-172.5%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.4% | -0.1% |
| 7D | -0.8% | -2.0% | +1.2% | -0.1% |
| 30D | -0.6% | -1.4% | +0.8% | -0.1% |
| 3M | +0.6% | +4.7% | -4.1% | -1.2% |
| 6M | +1.4% | +11.4% | -10.0% | -2.8% |
| YTD | +0.8% | +13.1% | -12.2% | -3.9% |
| 1Y | +2.5% | +19.0% | -16.6% | -4.3% |
| 3Y | +27.7% | +73.9% | -46.3% | +2.1% |
| 5Y | +17.3% | +65.4% | -48.1% | -5.3% |
| All | +54.4% | +226.9% | -172.5% | -7.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling