-90.4%
GCL vs VT
+69.4%
-159.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.1% | +5.1% | +5.7% |
| 7D | +15.3% | -4.2% | +19.4% | +20.9% |
| 30D | +30.1% | -5.8% | +35.9% | +39.0% |
| 3M | +104.0% | -5.2% | +109.2% | +117.0% |
| 6M | +111.6% | +0.1% | +111.5% | +113.5% |
| YTD | -4.7% | +8.2% | -12.9% | -10.2% |
| 1Y | -43.0% | +10.1% | -53.1% | -47.0% |
| All | -90.4% | +69.4% | -159.8% | -91.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling