+41.2%
GAUG vs VT
+74.9%
-33.7%
-10.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.5% | +0.2% |
| 7D | -0.6% | -0.7% | +0.1% | -0.3% |
| 30D | -1.1% | -1.7% | +0.7% | -0.3% |
| 3M | +0.4% | -2.3% | +2.7% | +1.4% |
| 6M | +3.1% | +1.5% | +1.6% | +2.2% |
| YTD | +7.3% | +12.0% | -4.8% | +1.2% |
| 1Y | +8.2% | +12.9% | -4.7% | +1.7% |
| 3Y | +39.6% | +74.9% | -35.4% | +4.6% |
| All | +41.2% | +74.9% | -33.7% | +5.8% |
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