-98.8%
GUSH price history and return analytics
+229.8%
-328.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | -2.0% |
| 7D | +5.5% | -1.1% | +6.6% | +8.7% |
| 30D | +19.8% | -1.0% | +20.8% | +22.5% |
| 3M | +40.8% | +3.2% | +37.6% | +23.7% |
| 6M | +34.2% | +12.5% | +21.7% | -18.3% |
| YTD | +122.4% | +14.1% | +108.3% | +27.8% |
| 1Y | +103.2% | +18.9% | +84.3% | +2.0% |
| 3Y | +28.1% | +74.1% | -45.9% | -81.1% |
| 5Y | +205.2% | +66.9% | +138.3% | -45.2% |
| All | -98.8% | +229.8% | -328.5% | -99.9% |
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