+647.0%
VRT vs GH
+43.1%
+604.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +5.2% | +4.4% | +8.3% |
| 7D | -10.6% | -7.0% | -3.6% | -8.5% |
| 30D | -17.4% | -5.2% | -12.2% | -15.8% |
| 3M | -26.4% | -5.8% | -20.6% | -25.3% |
| 6M | -41.0% | +65.9% | -106.9% | -49.2% |
| YTD | +23.8% | +55.5% | -31.6% | +7.6% |
| 1Y | +11.6% | +64.2% | -52.6% | -4.5% |
| 3Y | +403.5% | +606.0% | -202.6% | +162.1% |
| 5Y | +647.0% | +47.3% | +599.8% | +460.5% |
| All | +647.0% | +43.1% | +604.0% | +460.5% |
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