-98.2%
GAUZ vs VT
+40.7%
-138.9%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.9% | +0.2% | -9.1% | -9.1% |
| 7D | +2.1% | -2.3% | +4.4% | +4.1% |
| 30D | +17.8% | -5.0% | +22.8% | +22.7% |
| 3M | -30.0% | -4.9% | -25.1% | -27.1% |
| 6M | -31.0% | -1.5% | -29.4% | -30.1% |
| YTD | -76.9% | +8.5% | -85.4% | -79.0% |
| 1Y | -94.1% | +11.4% | -105.5% | -94.8% |
| All | -98.2% | +40.7% | -138.9% | -98.5% |
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