-99.8%
GVH vs VT
+73.6%
-173.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.8% |
| 7D | +7.1% | -0.1% | +7.2% | +6.8% |
| 30D | -14.2% | -3.1% | -11.1% | -12.3% |
| 3M | -9.0% | -3.5% | -5.5% | -6.8% |
| 6M | -79.2% | +0.5% | -79.6% | -79.2% |
| YTD | -36.8% | +10.8% | -47.6% | -41.4% |
| 1Y | -79.8% | +11.9% | -91.7% | -81.3% |
| 3Y | -99.8% | +73.0% | -172.7% | -99.9% |
| All | -99.8% | +73.6% | -173.5% | -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