-44.6%
VG vs GH
+214.3%
-258.9%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.5% |
| 7D | +14.0% | +0.6% | +13.4% | +13.8% |
| 30D | -1.0% | -6.9% | +5.9% | +0.4% |
| 3M | -2.7% | -4.9% | +2.2% | -2.0% |
| 6M | +1.5% | +54.1% | -52.6% | -8.6% |
| YTD | +93.7% | +48.5% | +45.2% | +73.7% |
| 1Y | +68.5% | +61.2% | +7.4% | +46.4% |
| All | -44.6% | +214.3% | -258.9% | -67.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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