+251.4%
G vs VT
+363.9%
-112.5%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.3% | +0.1% |
| 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% | +15.5% |
| 6M | +20.8% | +5.5% | +15.3% | +14.7% |
| YTD | -11.4% | +12.8% | -24.2% | -20.3% |
| 1Y | +7.8% | +15.4% | -7.6% | -4.7% |
| 3Y | +24.4% | +76.9% | -52.4% | -21.0% |
| 5Y | -13.4% | +60.4% | -73.8% | -40.8% |
| 10Y | +95.1% | +232.8% | -137.6% | -18.3% |
| All | +251.4% | +363.9% | -112.5% | +13.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling