+28.1%
GUSH vs VOO
+77.4%
-49.3%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | -0.5% |
| 7D | +5.5% | -0.8% | +6.2% | +6.5% |
| 30D | +19.8% | -1.1% | +20.8% | +21.3% |
| 3M | +40.8% | +3.9% | +36.9% | +31.6% |
| 6M | +34.2% | +13.6% | +20.6% | +5.5% |
| YTD | +122.4% | +12.7% | +109.7% | +76.7% |
| 1Y | +103.2% | +17.6% | +85.6% | +48.5% |
| 3Y | +28.1% | +77.3% | -49.2% | -48.2% |
| All | +28.1% | +77.4% | -49.3% | -48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 3y: compounded portfolio wealth divided by compounded VOO 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…
3y analysis · Full analysis span regression · 6 months rolling