-84.3%
GAIA vs VT
+223.7%
-308.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.6% | -4.1% | -4.1% |
| 7D | -11.7% | +0.4% | -12.1% | -12.3% |
| 30D | -3.8% | -2.6% | -1.2% | -1.6% |
| 3M | -33.0% | -3.2% | -29.7% | -31.0% |
| 6M | -50.0% | +0.9% | -50.9% | -50.8% |
| YTD | -64.7% | +11.3% | -76.0% | -68.5% |
| 1Y | -69.7% | +14.0% | -83.7% | -73.5% |
| 3Y | -47.1% | +75.8% | -122.9% | -68.9% |
| 5Y | -87.4% | +57.8% | -145.3% | -91.8% |
| 10Y | -84.3% | +219.8% | -304.1% | -94.5% |
| All | -84.3% | +223.7% | -308.0% | -94.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling