+99.8%
GCC vs VT
+215.5%
-115.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | 0.0% | +0.2% |
| 7D | -3.8% | -2.3% | -1.5% | -3.1% |
| 30D | -5.7% | -5.0% | -0.7% | -4.2% |
| 3M | +3.0% | -4.9% | +7.8% | +4.5% |
| 6M | -1.0% | -1.5% | +0.5% | -0.7% |
| YTD | +18.8% | +8.5% | +10.3% | +15.5% |
| 1Y | +24.4% | +11.4% | +13.0% | +19.9% |
| 3Y | +58.3% | +70.1% | -11.8% | +33.1% |
| 5Y | +69.4% | +53.7% | +15.7% | +45.8% |
| All | +99.8% | +215.5% | -115.7% | +36.4% |
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