+13.8%
VRT vs GH
+80.5%
-66.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -3.7% | -9.2% | -12.3% |
| 7D | -15.4% | -7.7% | -7.7% | -14.3% |
| 30D | -19.0% | -10.0% | -9.0% | -17.9% |
| 3M | -23.8% | +5.5% | -29.3% | -24.0% |
| 6M | -37.9% | +84.9% | -122.8% | -44.9% |
| YTD | +27.0% | +65.0% | -38.1% | +15.9% |
| 1Y | +13.8% | +71.8% | -58.0% | +0.8% |
| All | +13.8% | +80.5% | -66.7% | +0.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling