-37.7%
GCO vs VT
+66.2%
-103.9%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -3.0% | -2.7% |
| 7D | +6.3% | +1.0% | +5.3% | +4.7% |
| 30D | -9.0% | -0.2% | -8.8% | -8.7% |
| 3M | -11.9% | +4.5% | -16.4% | -18.4% |
| 6M | +30.4% | +14.1% | +16.3% | +4.9% |
| YTD | +39.5% | +14.8% | +24.7% | +11.5% |
| 1Y | +4.6% | +21.2% | -16.6% | -23.3% |
| 3Y | +16.0% | +76.6% | -60.6% | -49.2% |
| 5Y | -37.7% | +66.6% | -104.3% | -69.6% |
| All | -37.7% | +66.2% | -103.9% | -69.6% |
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 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