-89.4%
GCL vs VT
+71.3%
-160.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.7% |
| 7D | +4.0% | -0.7% | +4.7% | +4.2% |
| 30D | +24.3% | -1.7% | +26.0% | +25.3% |
| 3M | +107.9% | -2.3% | +110.2% | +110.9% |
| 6M | +132.8% | +1.5% | +131.3% | +131.8% |
| YTD | -1.9% | +12.0% | -13.9% | -6.3% |
| 1Y | -37.1% | +12.9% | -50.0% | -40.1% |
| 3Y | -90.2% | +74.9% | -165.1% | -91.1% |
| All | -89.4% | +71.3% | -160.7% | -90.4% |
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