-99.9%
GCDT vs VT
-0.9%
-99.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +38.9% | +0.2% | +38.7% | +38.3% |
| 7D | -99.6% | -5.6% | -94.1% | -96.2% |
| 30D | -99.6% | -5.6% | -94.1% | -96.2% |
| 3M | -99.8% | -4.9% | -94.9% | -97.8% |
| 6M | -99.9% | -1.5% | -98.4% | -98.9% |
| All | -99.9% | -0.9% | -99.0% | -98.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling