+118.7%
GAA vs VT
+242.0%
-123.3%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +0.9% | +0.4% | +0.4% | +0.7% |
| 30D | +2.7% | +1.0% | +1.7% | +2.3% |
| 3M | +3.4% | +2.4% | +1.0% | +2.3% |
| 6M | +6.9% | +12.0% | -5.1% | +1.8% |
| YTD | +13.2% | +15.3% | -2.1% | +6.4% |
| 1Y | +19.4% | +22.6% | -3.2% | +9.4% |
| 3Y | +51.5% | +74.7% | -23.2% | +19.0% |
| 5Y | +40.0% | +66.1% | -26.1% | +11.4% |
| 10Y | +109.5% | +225.0% | -115.5% | +24.8% |
| All | +118.7% | +242.0% | -123.3% | +26.8% |
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