+138.5%
VT vs GH
+443.7%
-305.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.4% |
| 7D | -2.3% | -15.6% | +13.3% | -0.5% |
| 30D | -5.0% | -10.4% | +5.4% | -3.9% |
| 3M | -4.9% | -4.3% | -0.6% | -4.7% |
| 6M | -1.5% | +63.5% | -65.1% | -7.6% |
| YTD | +8.5% | +47.7% | -39.2% | +2.5% |
| 1Y | +11.4% | +56.7% | -45.4% | +4.4% |
| 3Y | +70.1% | +443.9% | -373.8% | +31.8% |
| 5Y | +53.7% | +36.9% | +16.8% | +32.5% |
| All | +138.5% | +443.7% | -305.2% | +74.8% |
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