-22.0%
G vs VT
+66.2%
-88.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -1.8% | +0.4% | -2.3% | -2.2% |
| 30D | +5.8% | +1.0% | +4.8% | +5.0% |
| 3M | +14.2% | +2.4% | +11.9% | +11.6% |
| 6M | -7.5% | +12.0% | -19.5% | -16.4% |
| YTD | -19.4% | +15.3% | -34.7% | -28.9% |
| 1Y | -15.8% | +22.6% | -38.4% | -29.6% |
| 3Y | +3.3% | +74.7% | -71.4% | -37.2% |
| All | -22.0% | +66.2% | -88.2% | -49.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling