+100.4%
GUSH vs VT
+22.0%
+78.4%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | +4.9% | +0.4% | +4.5% | +5.3% |
| 30D | +32.1% | +1.0% | +31.1% | +33.0% |
| 3M | +21.4% | +2.4% | +19.1% | +24.3% |
| 6M | +33.1% | +12.0% | +21.1% | +47.3% |
| YTD | +110.8% | +15.3% | +95.5% | +120.6% |
| All | +100.4% | +22.0% | +78.4% | +112.2% |
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