-78.4%
GCDT vs VT
+11.5%
-89.9%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +143.3% | -0.5% | +143.8% | +143.6% |
| 7D | +144.0% | +1.0% | +143.0% | +139.9% |
| 30D | +106.8% | -0.2% | +107.1% | +106.8% |
| 3M | +46.5% | +4.5% | +42.0% | +40.4% |
| 6M | -62.6% | +14.1% | -76.6% | -69.9% |
| All | -78.4% | +11.5% | -89.9% | -82.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling