-46.6%
VG vs GH
+220.7%
-267.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.4% | +5.9% | +5.6% |
| 7D | +5.5% | -8.2% | +13.7% | +7.0% |
| 30D | -3.6% | -4.9% | +1.3% | -2.6% |
| 3M | -4.0% | -6.2% | +2.3% | -3.1% |
| 6M | +9.4% | +60.0% | -50.7% | -2.2% |
| YTD | +86.6% | +51.5% | +35.1% | +66.8% |
| 1Y | +69.5% | +58.4% | +11.1% | +48.7% |
| All | -46.6% | +220.7% | -267.3% | -68.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling