+77.4%
GUSH vs VT
+11.9%
+65.5%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.4% | +1.8% |
| 7D | +13.1% | +2.4% | +10.7% | +15.5% |
| 30D | -14.0% | -1.5% | -12.5% | -15.0% |
| 3M | +4.0% | -4.1% | +8.2% | +0.1% |
| 6M | +14.4% | +0.6% | +13.9% | +17.2% |
| YTD | +94.2% | +11.0% | +83.2% | +113.3% |
| 1Y | +77.4% | +13.3% | +64.1% | +89.6% |
| All | +77.4% | +11.9% | +65.5% | +89.6% |
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