+387.9%
GCBC vs VT
+224.5%
+163.4%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +2.3% | +0.4% | +1.8% | +1.9% |
| 30D | +2.5% | +1.0% | +1.5% | +1.7% |
| 3M | +32.7% | +2.4% | +30.3% | +30.0% |
| 6M | +56.9% | +12.0% | +44.9% | +43.4% |
| YTD | +62.2% | +15.3% | +46.9% | +44.9% |
| 1Y | +54.7% | +22.6% | +32.1% | +32.0% |
| 3Y | +29.3% | +74.7% | -45.4% | -14.5% |
| 5Y | +137.8% | +66.1% | +71.6% | +61.8% |
| All | +387.9% | +224.5% | +163.4% | +127.8% |
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