-88.7%
GCL vs VT
+65.9%
-154.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.2% | +8.6% | +8.7% |
| 7D | +25.7% | -2.3% | +28.0% | +27.5% |
| 30D | +41.0% | -5.0% | +46.0% | +45.4% |
| 3M | +114.3% | -4.9% | +119.2% | +121.1% |
| 6M | +127.5% | -1.5% | +129.0% | +131.1% |
| YTD | +3.7% | +8.5% | -4.7% | +1.1% |
| 1Y | -33.9% | +11.4% | -45.3% | -36.2% |
| 3Y | -89.6% | +70.1% | -159.7% | -90.4% |
| All | -88.7% | +65.9% | -154.6% | -89.6% |
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