+53.4%
VT vs GH
+35.2%
+18.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -9.0% | +4.9% | -3.1% |
| 7D | -4.2% | -17.2% | +13.0% | -2.3% |
| 30D | -5.8% | -10.1% | +4.3% | -4.8% |
| 3M | -5.2% | -6.0% | +0.7% | -4.9% |
| 6M | +0.1% | +71.4% | -71.3% | -6.3% |
| YTD | +8.2% | +50.2% | -42.0% | +2.3% |
| 1Y | +10.1% | +61.4% | -51.3% | +3.2% |
| 3Y | +69.7% | +435.2% | -365.5% | +32.7% |
| 5Y | +53.4% | +39.2% | +14.1% | +29.2% |
| All | +53.4% | +35.2% | +18.2% | +29.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling