+181.0%
GHC price history and return analytics
+224.4%
-43.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.6% | -1.4% |
| 7D | -2.0% | -0.7% | -1.3% | -1.5% |
| 30D | +3.5% | -1.7% | +5.3% | +4.9% |
| 3M | +3.8% | -2.3% | +6.1% | +5.6% |
| 6M | +10.6% | +1.5% | +9.1% | +8.2% |
| YTD | +11.5% | +12.0% | -0.6% | -0.2% |
| 1Y | +13.6% | +12.9% | +0.8% | +1.0% |
| 3Y | +103.1% | +74.9% | +28.2% | +24.3% |
| 5Y | +115.3% | +59.9% | +55.4% | +41.3% |
| 10Y | +181.0% | +224.6% | -43.6% | +0.4% |
| All | +181.0% | +224.4% | -43.4% | +0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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