+110.1%
GUSH vs VT
+13.3%
+96.8%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -8.6% | -1.6% | -7.0% | -10.1% |
| 30D | +6.2% | -2.5% | +8.7% | +3.6% |
| 3M | +17.9% | -1.3% | +19.2% | +16.7% |
| 6M | +11.6% | +3.1% | +8.6% | +17.0% |
| YTD | +110.0% | +10.9% | +99.0% | +130.4% |
| All | +110.1% | +13.3% | +96.8% | +125.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling