+593.2%
VST vs GH
+481.7%
+111.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.2% | +3.3% | +3.5% |
| 7D | +8.9% | -0.1% | +9.0% | +8.9% |
| 30D | +6.2% | -1.1% | +7.3% | +6.2% |
| 3M | -2.7% | +21.3% | -24.0% | -5.7% |
| 6M | -8.4% | +73.5% | -81.9% | -15.7% |
| YTD | -7.2% | +58.0% | -65.2% | -13.7% |
| 1Y | -20.9% | +163.1% | -184.0% | -31.8% |
| 3Y | +384.0% | +361.0% | +23.0% | +278.6% |
| 5Y | +757.1% | +22.5% | +734.5% | +624.8% |
| All | +593.2% | +481.7% | +111.5% | +376.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling