+252.8%
VUG vs GH
+481.7%
-228.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | -0.1% | -0.1% | 0.0% | -0.1% |
| 30D | -0.3% | -1.1% | +0.8% | -0.3% |
| 3M | -0.7% | +21.3% | -22.0% | -4.0% |
| 6M | +14.6% | +73.5% | -58.9% | +4.3% |
| YTD | +9.0% | +58.0% | -49.0% | +0.3% |
| 1Y | +14.9% | +163.1% | -148.2% | -3.4% |
| 3Y | +86.0% | +361.0% | -275.0% | +35.4% |
| 5Y | +76.7% | +22.5% | +54.2% | +47.6% |
| All | +252.8% | +481.7% | -228.8% | +133.3% |
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