+224.3%
GARP vs VT
+116.2%
+108.2%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.2% | +1.1% |
| 7D | +0.1% | -0.7% | +0.8% | +1.0% |
| 30D | -9.5% | -1.7% | -7.7% | -7.5% |
| 3M | -6.8% | -2.3% | -4.5% | -4.2% |
| 6M | +1.1% | +1.5% | -0.4% | +0.1% |
| YTD | +14.6% | +12.0% | +2.6% | +2.4% |
| 1Y | +14.9% | +12.9% | +2.0% | +1.9% |
| 3Y | +107.1% | +74.9% | +32.2% | +20.0% |
| 5Y | +104.8% | +59.9% | +44.9% | +29.2% |
| All | +224.3% | +116.2% | +108.2% | +69.7% |
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