+206.9%
GARP vs VT
+109.3%
+97.6%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.4% |
| 7D | -5.0% | -2.3% | -2.7% | -2.5% |
| 30D | -15.3% | -5.0% | -10.3% | -10.4% |
| 3M | -10.7% | -4.9% | -5.8% | -5.5% |
| 6M | -3.3% | -1.5% | -1.8% | -1.2% |
| YTD | +8.5% | +8.5% | 0.0% | +0.3% |
| 1Y | +10.5% | +11.4% | -0.9% | -0.6% |
| 3Y | +100.9% | +70.1% | +30.8% | +19.9% |
| 5Y | +91.0% | +53.7% | +37.3% | +25.4% |
| All | +206.9% | +109.3% | +97.6% | +66.1% |
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