+288.3%
GSHD vs VT
+142.8%
+145.4%
-83.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.6% | -2.6% |
| 7D | +16.7% | -2.3% | +19.0% | +19.7% |
| 30D | +27.1% | -5.0% | +32.0% | +34.0% |
| 3M | -16.7% | -4.9% | -11.8% | -12.5% |
| 6M | +35.3% | -1.5% | +36.8% | +33.7% |
| YTD | -24.6% | +8.5% | -33.1% | -34.9% |
| 1Y | -18.0% | +11.4% | -29.3% | -31.7% |
| 3Y | -17.5% | +70.1% | -87.6% | -61.1% |
| 5Y | -59.5% | +53.7% | -113.2% | -77.3% |
| All | +288.3% | +142.8% | +145.4% | +24.4% |
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