+16.0%
GCO vs VT
+76.6%
-60.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -3.0% | -2.6% |
| 7D | +6.3% | +1.0% | +5.3% | +4.4% |
| 30D | -9.0% | -0.2% | -8.8% | -8.7% |
| 3M | -11.9% | +4.5% | -16.4% | -19.6% |
| 6M | +30.4% | +14.1% | +16.3% | -0.1% |
| YTD | +39.5% | +14.8% | +24.7% | +5.9% |
| 1Y | +4.6% | +21.2% | -16.6% | -29.0% |
| 3Y | +16.0% | +76.6% | -60.6% | -62.9% |
| All | +16.0% | +76.6% | -60.6% | -62.9% |
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