+95.3%
G vs VT
+214.8%
-119.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.1% | +4.9% | +4.5% |
| 7D | +5.5% | -4.2% | +9.6% | +9.4% |
| 30D | +22.9% | -5.8% | +28.7% | +29.3% |
| 3M | +17.2% | -5.2% | +22.4% | +22.4% |
| 6M | +22.0% | +0.1% | +21.8% | +19.6% |
| YTD | -10.7% | +8.2% | -18.9% | -19.1% |
| 1Y | +7.6% | +10.1% | -2.5% | -4.2% |
| 3Y | +25.4% | +69.7% | -44.3% | -28.4% |
| 5Y | -12.7% | +53.4% | -66.0% | -44.6% |
| All | +95.3% | +214.8% | -119.5% | -32.5% |
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