-51.4%
VG vs GH
+212.6%
-264.0%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.4% |
| 7D | -22.0% | -15.6% | -6.4% | -19.6% |
| 30D | -11.6% | -10.4% | -1.3% | -9.8% |
| 3M | -14.9% | -4.3% | -10.6% | -14.4% |
| 6M | -3.5% | +63.5% | -67.1% | -14.3% |
| YTD | +70.0% | +47.7% | +22.3% | +52.6% |
| 1Y | +50.0% | +56.7% | -6.8% | +31.6% |
| All | -51.4% | +212.6% | -264.0% | -71.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling