+4.9%
G vs VT
+75.0%
-70.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -1.8% | +0.4% | -2.3% | -2.1% |
| 30D | +5.8% | +1.0% | +4.8% | +5.2% |
| 3M | +14.2% | +2.4% | +11.9% | +12.4% |
| 6M | -7.5% | +12.0% | -19.5% | -14.9% |
| YTD | -19.4% | +15.3% | -34.7% | -27.4% |
| 1Y | -15.8% | +22.6% | -38.4% | -27.8% |
| All | +4.9% | +75.0% | -70.1% | -37.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling