+93.5%
GCMG vs VT
+75.0%
+18.5%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -2.4% | +0.4% | -2.9% | -2.7% |
| 30D | -0.3% | +1.0% | -1.3% | -1.0% |
| 3M | +27.0% | +2.4% | +24.6% | +24.7% |
| 6M | +16.0% | +12.0% | +4.0% | +6.9% |
| YTD | +20.9% | +15.3% | +5.5% | +9.3% |
| 1Y | +8.7% | +22.6% | -13.8% | -5.5% |
| All | +93.5% | +75.0% | +18.5% | +28.8% |
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