-47.5%
GCO vs VT
+57.4%
-104.9%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.6% | +1.8% | +0.3% |
| 7D | +0.1% | +0.4% | -0.3% | -0.3% |
| 30D | +3.1% | -2.6% | +5.7% | +7.6% |
| 3M | -0.8% | -3.2% | +2.4% | +4.5% |
| 6M | +7.9% | +0.9% | +7.0% | +5.8% |
| YTD | +52.0% | +11.3% | +40.7% | +27.7% |
| 1Y | +20.1% | +14.0% | +6.1% | -3.2% |
| 3Y | +29.1% | +75.8% | -46.7% | -42.6% |
| 5Y | -47.5% | +57.8% | -105.4% | -72.9% |
| All | -47.5% | +57.4% | -104.9% | -72.9% |
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 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