-39.8%
GASS vs VT
+345.0%
-384.8%
-88.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -4.1% | -1.0% | -2.1% |
| 7D | -5.0% | -4.2% | -0.8% | -1.9% |
| 30D | -13.3% | -5.8% | -7.5% | -9.5% |
| 3M | -8.1% | -5.2% | -2.8% | -4.4% |
| 6M | -23.7% | +0.1% | -23.9% | -24.3% |
| YTD | +12.1% | +8.2% | +3.9% | +4.9% |
| 1Y | +15.9% | +10.1% | +5.8% | +6.9% |
| 3Y | +36.4% | +69.7% | -33.3% | -10.1% |
| 5Y | +211.1% | +53.4% | +157.7% | +119.1% |
| 10Y | +191.5% | +219.2% | -27.7% | +12.9% |
| All | -39.8% | +345.0% | -384.8% | -83.2% |
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 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