+522.8%
VST vs GH
+472.2%
+50.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +5.2% | +2.1% | +6.6% |
| 7D | -0.5% | -7.0% | +6.5% | +0.6% |
| 30D | -17.1% | -5.2% | -11.9% | -16.4% |
| 3M | -4.6% | -5.8% | +1.2% | -4.1% |
| 6M | -9.1% | +65.9% | -75.0% | -15.8% |
| YTD | -16.6% | +55.5% | -72.1% | -22.4% |
| 1Y | -29.5% | +64.2% | -93.7% | -34.9% |
| 3Y | +297.5% | +606.0% | -308.5% | +198.1% |
| 5Y | +654.5% | +47.3% | +607.3% | +526.2% |
| All | +522.8% | +472.2% | +50.6% | +328.2% |
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