+415.9%
VGT vs GH
+467.1%
-51.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.4% |
| 7D | -0.2% | -2.5% | +2.3% | +0.2% |
| 30D | -0.4% | -4.7% | +4.2% | +0.2% |
| 3M | +4.4% | +20.2% | -15.8% | +0.7% |
| 6M | +32.1% | +78.8% | -46.7% | +18.5% |
| YTD | +28.8% | +54.1% | -25.3% | +18.0% |
| 1Y | +35.3% | +177.1% | -141.7% | +11.1% |
| 3Y | +124.8% | +371.6% | -246.9% | +58.9% |
| 5Y | +137.9% | +21.9% | +116.0% | +97.2% |
| All | +415.9% | +467.1% | -51.2% | +230.3% |
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