-79.2%
GAIA vs VT
+224.5%
-303.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | 0.0% | -4.7% | -4.7% |
| 7D | +3.2% | +0.4% | +2.8% | +2.8% |
| 30D | -15.8% | +1.0% | -16.8% | -16.4% |
| 3M | -33.9% | +2.4% | -36.3% | -35.4% |
| 6M | -52.0% | +12.0% | -64.0% | -57.2% |
| YTD | -55.9% | +15.3% | -71.3% | -61.8% |
| 1Y | -71.7% | +22.6% | -94.3% | -76.9% |
| 3Y | -34.2% | +74.7% | -108.8% | -61.1% |
| 5Y | -83.7% | +66.1% | -149.8% | -89.9% |
| All | -79.2% | +224.5% | -303.7% | -93.4% |
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 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