-98.8%
GUSH vs VT
+215.5%
-314.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -1.2% |
| 7D | -27.8% | -2.3% | -25.5% | -23.7% |
| 30D | -16.2% | -5.0% | -11.3% | -5.1% |
| 3M | +5.4% | -4.9% | +10.3% | +17.3% |
| 6M | -0.2% | -1.5% | +1.4% | -4.8% |
| YTD | +71.7% | +8.5% | +63.2% | +11.1% |
| 1Y | +69.3% | +11.4% | +58.0% | +0.4% |
| 3Y | +9.0% | +70.1% | -61.0% | -83.2% |
| 5Y | +39.6% | +53.7% | -14.1% | -68.2% |
| All | -98.8% | +215.5% | -314.3% | -99.9% |
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 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