-90.6%
GAIA vs VT
+345.0%
-435.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.1% | +4.1% | +3.9% |
| 7D | -11.1% | -4.2% | -6.9% | -7.7% |
| 30D | -9.2% | -5.8% | -3.4% | -4.3% |
| 3M | -32.6% | -5.2% | -27.4% | -29.3% |
| 6M | -50.0% | +0.1% | -50.1% | -50.3% |
| YTD | -64.7% | +8.2% | -73.0% | -67.5% |
| 1Y | -71.6% | +10.1% | -81.7% | -74.2% |
| 3Y | -50.6% | +69.7% | -120.2% | -69.6% |
| 5Y | -87.9% | +53.4% | -141.3% | -91.9% |
| 10Y | -83.5% | +219.2% | -302.7% | -94.4% |
| All | -90.6% | +345.0% | -435.6% | -97.8% |
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