+150.8%
GASS vs VT
+224.4%
-73.6%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.1% | +0.6% |
| 7D | -3.5% | -0.7% | -2.8% | -3.1% |
| 30D | -10.7% | -1.7% | -9.0% | -9.8% |
| 3M | -7.5% | -2.3% | -5.2% | -6.3% |
| 6M | -20.5% | +1.5% | -22.0% | -21.6% |
| YTD | +14.0% | +12.0% | +1.9% | +5.5% |
| 1Y | +17.3% | +12.9% | +4.4% | +8.1% |
| 3Y | +46.5% | +74.9% | -28.4% | +1.6% |
| 5Y | +192.0% | +59.9% | +132.1% | +110.7% |
| 10Y | +150.8% | +224.6% | -73.8% | -5.2% |
| All | +150.8% | +224.4% | -73.6% | -5.2% |
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