+73.4%
GCMG vs VT
+163.7%
-90.3%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -2.4% | +0.4% | -2.9% | -2.6% |
| 30D | -0.3% | +1.0% | -1.3% | -0.7% |
| 3M | +27.0% | +2.4% | +24.6% | +25.7% |
| 6M | +16.0% | +12.0% | +4.0% | +10.6% |
| YTD | +20.9% | +15.3% | +5.5% | +14.0% |
| 1Y | +8.7% | +22.6% | -13.8% | +0.1% |
| 3Y | +93.2% | +74.7% | +18.5% | +55.6% |
| 5Y | +46.6% | +66.1% | -19.5% | +16.8% |
| All | +73.4% | +163.7% | -90.3% | +33.2% |
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