+163.3%
GASS vs VT
+217.6%
-54.3%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.2% | -0.3% |
| 7D | -7.9% | -0.1% | -7.8% | -7.9% |
| 30D | -12.7% | -3.1% | -9.6% | -11.1% |
| 3M | -10.3% | -3.5% | -6.8% | -8.4% |
| 6M | -20.2% | +0.5% | -20.7% | -20.8% |
| YTD | +12.5% | +10.8% | +1.8% | +5.0% |
| 1Y | +16.2% | +11.9% | +4.3% | +7.6% |
| 3Y | +44.7% | +73.0% | -28.3% | +1.1% |
| 5Y | +190.4% | +58.6% | +131.8% | +110.8% |
| 10Y | +163.3% | +219.2% | -55.9% | +10.8% |
| All | +163.3% | +217.6% | -54.3% | +10.8% |
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 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