+65.4%
GCMG vs VT
+148.0%
-82.6%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | +0.2% | -2.3% | +2.5% | +1.2% |
| 30D | -1.8% | -5.0% | +3.2% | +0.5% |
| 3M | -5.3% | -4.9% | -0.4% | -3.1% |
| 6M | +14.5% | -1.5% | +16.1% | +15.4% |
| YTD | +15.3% | +8.5% | +6.8% | +11.8% |
| 1Y | +12.9% | +11.4% | +1.5% | +8.3% |
| 3Y | +69.5% | +70.1% | -0.6% | +38.7% |
| 5Y | +32.4% | +53.7% | -21.4% | +8.6% |
| All | +65.4% | +148.0% | -82.6% | +30.6% |
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