-29.0%
GASS vs VT
+374.2%
-403.1%
-88.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -2.1% | +0.4% | -2.6% | -2.5% |
| 30D | +8.5% | +1.0% | +7.6% | +7.7% |
| 3M | +1.2% | +2.4% | -1.2% | -1.0% |
| 6M | -5.5% | +12.0% | -17.5% | -13.8% |
| YTD | +32.3% | +15.3% | +17.0% | +18.2% |
| 1Y | +24.2% | +22.6% | +1.6% | +5.8% |
| 3Y | +89.2% | +74.7% | +14.5% | +22.2% |
| 5Y | +236.6% | +66.1% | +170.5% | +123.6% |
| 10Y | +152.4% | +225.0% | -72.6% | -2.9% |
| All | -29.0% | +374.2% | -403.1% | -81.1% |
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 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