+90.7%
GHYG vs VT
+372.3%
-281.6%
-27.4%
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 | -0.1% | +0.4% | -0.5% | -0.2% |
| 30D | +0.2% | +1.0% | -0.8% | -0.1% |
| 3M | +1.1% | +2.4% | -1.3% | +0.2% |
| 6M | +1.8% | +12.0% | -10.2% | -2.2% |
| YTD | +1.7% | +15.3% | -13.7% | -3.3% |
| 1Y | +3.7% | +22.6% | -18.9% | -3.5% |
| 3Y | +27.8% | +74.7% | -46.8% | +4.8% |
| 5Y | +17.8% | +66.1% | -48.3% | -2.7% |
| 10Y | +54.4% | +225.0% | -170.6% | +2.5% |
| All | +90.7% | +372.3% | -281.6% | +19.0% |
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