-89.8%
GCL vs VT
+72.5%
-162.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +1.7% | +10.0% | +10.6% |
| 7D | +16.0% | -0.3% | +16.3% | +16.2% |
| 30D | +47.0% | -1.4% | +48.5% | +48.3% |
| 3M | +106.1% | -1.4% | +107.5% | +108.2% |
| 6M | +98.0% | +5.5% | +92.6% | +93.8% |
| YTD | -5.6% | +12.8% | -18.4% | -10.1% |
| 1Y | -40.9% | +15.4% | -56.4% | -44.2% |
| 3Y | -90.5% | +76.9% | -167.4% | -91.4% |
| All | -89.8% | +72.5% | -162.3% | -90.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling