+480.4%
VST vs GH
+443.7%
+36.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -1.7% | +12.2% | +10.8% |
| 7D | -9.8% | -15.6% | +5.8% | -7.7% |
| 30D | -25.1% | -10.4% | -14.8% | -24.0% |
| 3M | -11.6% | -4.3% | -7.3% | -11.4% |
| 6M | -20.9% | +63.5% | -84.5% | -26.7% |
| YTD | -22.3% | +47.7% | -70.0% | -27.2% |
| 1Y | -32.0% | +56.7% | -88.8% | -36.8% |
| 3Y | +262.4% | +443.9% | -181.5% | +179.3% |
| 5Y | +563.4% | +36.9% | +526.4% | +455.5% |
| All | +480.4% | +443.7% | +36.7% | +301.7% |
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 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