-13.3%
G vs VT
+59.7%
-73.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.3% | +0.2% |
| 7D | +5.0% | -0.3% | +5.3% | +5.2% |
| 30D | +21.7% | -1.4% | +23.1% | +22.8% |
| 3M | +14.6% | -1.4% | +16.0% | +15.4% |
| 6M | +20.8% | +5.5% | +15.3% | +14.5% |
| YTD | -11.4% | +12.8% | -24.2% | -20.7% |
| 1Y | +7.8% | +15.4% | -7.6% | -5.3% |
| 3Y | +24.4% | +76.9% | -52.4% | -25.5% |
| All | -13.3% | +59.7% | -73.0% | -39.4% |
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 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