+76.4%
GCMG vs VT
+153.8%
-77.4%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | +6.6% | +2.4% | +4.3% | +5.6% |
| 30D | +6.7% | -1.5% | +8.2% | +7.5% |
| 3M | -3.1% | -4.1% | +1.0% | -1.2% |
| 6M | +26.7% | +0.6% | +26.2% | +26.6% |
| YTD | +22.9% | +11.0% | +11.9% | +18.0% |
| 1Y | +22.4% | +13.3% | +9.0% | +16.5% |
| 3Y | +77.8% | +73.4% | +4.4% | +44.2% |
| 5Y | +41.0% | +57.4% | -16.4% | +14.6% |
| All | +76.4% | +153.8% | -77.4% | +37.9% |
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 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