+1,612.7%
GCBC vs VT
+363.9%
+1,248.8%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.7% | +0.3% | +1.4% |
| 7D | +3.2% | -0.3% | +3.5% | +3.3% |
| 30D | +6.6% | -1.4% | +8.0% | +7.1% |
| 3M | +6.0% | -1.4% | +7.4% | +6.5% |
| 6M | +54.8% | +5.5% | +49.4% | +51.6% |
| YTD | +66.5% | +12.8% | +53.7% | +58.8% |
| 1Y | +67.5% | +15.4% | +52.0% | +58.4% |
| 3Y | +51.2% | +76.9% | -25.7% | +23.9% |
| 5Y | +120.7% | +60.4% | +60.3% | +85.9% |
| 10Y | +387.7% | +232.8% | +155.0% | +249.1% |
| All | +1,612.7% | +363.9% | +1,248.8% | +1,257.5% |
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 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