+31.4%
GCO vs VT
+357.6%
-326.3%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.6% | +1.8% | +1.2% |
| 7D | +0.1% | +0.4% | -0.3% | -0.1% |
| 30D | +3.1% | -2.6% | +5.7% | +6.6% |
| 3M | -0.8% | -3.2% | +2.4% | +3.4% |
| 6M | +7.9% | +0.9% | +7.0% | +6.6% |
| YTD | +52.0% | +11.3% | +40.7% | +33.9% |
| 1Y | +20.1% | +14.0% | +6.1% | +2.6% |
| 3Y | +29.1% | +75.8% | -46.7% | -31.2% |
| 5Y | -47.5% | +57.8% | -105.4% | -67.6% |
| 10Y | -35.1% | +219.8% | -254.9% | -78.9% |
| All | +31.4% | +357.6% | -326.3% | -67.3% |
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