+33.7%
GUSH vs VT
+74.0%
-40.3%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.4% | +2.4% |
| 7D | +13.1% | +2.4% | +10.7% | +10.0% |
| 30D | -14.0% | -1.5% | -12.5% | -12.9% |
| 3M | +4.0% | -4.1% | +8.2% | +8.6% |
| 6M | +14.4% | +0.6% | +13.9% | +9.9% |
| YTD | +94.2% | +11.0% | +83.2% | +50.3% |
| 1Y | +77.4% | +13.3% | +64.1% | +31.1% |
| 3Y | +33.7% | +73.4% | -39.7% | -62.0% |
| All | +33.7% | +74.0% | -40.3% | -62.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling