-29.3%
GCO vs VT
+222.7%
-251.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | +0.4% |
| 7D | +2.4% | -0.1% | +2.6% | +2.7% |
| 30D | -9.0% | -0.7% | -8.3% | -8.0% |
| 3M | -13.5% | +4.0% | -17.5% | -19.5% |
| 6M | +32.6% | +12.3% | +20.3% | +8.7% |
| YTD | +38.6% | +14.0% | +24.6% | +11.0% |
| 1Y | +8.4% | +20.3% | -11.9% | -20.5% |
| 3Y | +15.2% | +75.4% | -60.2% | -52.2% |
| 5Y | -43.4% | +66.0% | -109.3% | -73.9% |
| 10Y | -29.3% | +228.2% | -257.5% | -86.5% |
| All | -29.3% | +222.7% | -251.9% | -86.5% |
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