+98.0%
GCC vs VT
+223.7%
-125.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.2% | -1.5% |
| 7D | -2.6% | +0.4% | -2.9% | -2.7% |
| 30D | -6.5% | -2.6% | -3.9% | -5.7% |
| 3M | +1.6% | -3.2% | +4.8% | +2.5% |
| 6M | -1.9% | +0.9% | -2.9% | -2.4% |
| YTD | +18.1% | +11.3% | +6.8% | +13.8% |
| 1Y | +23.2% | +14.0% | +9.2% | +17.8% |
| 3Y | +61.8% | +75.8% | -14.1% | +34.6% |
| 5Y | +65.4% | +57.8% | +7.6% | +41.2% |
| 10Y | +98.0% | +219.8% | -121.8% | +34.8% |
| All | +98.0% | +223.7% | -125.7% | +34.8% |
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