+58.8%
GUSH vs VT
+13.0%
+45.8%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.1% | +2.8% |
| 7D | -19.6% | +0.4% | -20.0% | -19.1% |
| 30D | -18.6% | -2.6% | -16.0% | -20.4% |
| 3M | +6.6% | -3.2% | +9.8% | +3.6% |
| 6M | +5.5% | +0.9% | +4.5% | +8.4% |
| YTD | +72.5% | +11.3% | +61.2% | +90.3% |
| All | +58.8% | +13.0% | +45.8% | +73.9% |
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