-99.7%
GUSH vs VOO
+338.0%
-437.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.6% | +3.8% | +4.8% |
| 7D | +1.3% | +0.5% | +0.7% | -0.4% |
| 30D | +34.4% | -0.9% | +35.4% | +37.4% |
| 3M | +29.6% | +3.9% | +25.7% | +11.3% |
| 6M | +31.9% | +14.5% | +17.3% | -20.7% |
| YTD | +117.6% | +13.0% | +104.7% | +35.2% |
| 1Y | +106.9% | +19.4% | +87.5% | +7.8% |
| 3Y | +20.2% | +78.9% | -58.6% | -82.5% |
| 5Y | +201.3% | +82.3% | +119.0% | -59.2% |
| 10Y | -98.9% | +314.2% | -413.1% | -100.0% |
| All | -99.7% | +338.0% | -437.7% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling