+44.3%
GCMG vs VT
+57.5%
-13.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.5% | +4.0% | +3.9% |
| 7D | +9.3% | -0.1% | +9.4% | +9.5% |
| 30D | +5.5% | -3.1% | +8.5% | +8.0% |
| 3M | +1.6% | -3.5% | +5.1% | +4.4% |
| 6M | +25.0% | +0.5% | +24.6% | +24.7% |
| YTD | +26.8% | +10.8% | +16.0% | +18.0% |
| 1Y | +24.0% | +11.9% | +12.1% | +14.5% |
| 3Y | +80.2% | +73.0% | +7.2% | +20.3% |
| 5Y | +44.3% | +58.6% | -14.3% | -2.4% |
| All | +44.3% | +57.5% | -13.2% | -2.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling