+565.6%
GATX vs VT
+346.0%
+219.6%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.2% |
| 7D | +0.9% | -2.3% | +3.2% | +3.4% |
| 30D | +11.9% | -5.0% | +16.8% | +17.9% |
| 3M | +2.6% | -4.9% | +7.5% | +8.0% |
| 6M | -7.7% | -1.5% | -6.2% | -6.6% |
| YTD | +9.0% | +8.5% | +0.5% | -1.0% |
| 1Y | +21.3% | +11.4% | +9.9% | +7.0% |
| 3Y | +77.4% | +70.1% | +7.3% | -2.0% |
| 5Y | +91.1% | +53.7% | +37.4% | +16.1% |
| 10Y | +406.1% | +220.0% | +186.1% | +39.5% |
| All | +565.6% | +346.0% | +219.6% | +32.7% |
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