+510.0%
VST vs GH
+459.8%
+50.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.1% | -1.8% |
| 7D | -6.0% | -11.2% | +5.2% | -4.4% |
| 30D | -18.8% | -7.2% | -11.5% | -17.9% |
| 3M | -8.0% | -7.1% | -0.9% | -7.4% |
| 6M | -10.9% | +62.3% | -73.3% | -17.3% |
| YTD | -18.3% | +52.1% | -70.4% | -23.8% |
| 1Y | -29.9% | +58.6% | -88.6% | -35.0% |
| 3Y | +290.3% | +619.9% | -329.6% | +192.4% |
| 5Y | +635.3% | +49.7% | +585.6% | +509.7% |
| All | +510.0% | +459.8% | +50.2% | +320.7% |
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