+184.6%
GALT vs VT
+374.2%
-189.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | 0.0% | +6.0% | +6.0% |
| 7D | +14.7% | +0.4% | +14.2% | +14.4% |
| 30D | +49.2% | +1.0% | +48.2% | +48.4% |
| 3M | +93.7% | +2.4% | +91.3% | +90.5% |
| 6M | +48.2% | +12.0% | +36.2% | +39.1% |
| YTD | +10.8% | +15.3% | -4.5% | +2.3% |
| 1Y | -1.3% | +22.6% | -23.9% | -12.3% |
| 3Y | +161.9% | +74.7% | +87.3% | +89.2% |
| 5Y | +19.7% | +66.1% | -46.4% | -10.8% |
| 10Y | +171.2% | +225.0% | -53.8% | +56.2% |
| All | +184.6% | +374.2% | -189.6% | +154.9% |
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