+24.9%
GCO vs VT
+374.2%
-349.3%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | 0.0% | +4.0% | +4.0% |
| 7D | +7.5% | +0.4% | +7.1% | +7.0% |
| 30D | -8.8% | +1.0% | -9.8% | -9.9% |
| 3M | -10.3% | +2.4% | -12.7% | -13.0% |
| 6M | +35.7% | +12.0% | +23.7% | +18.0% |
| YTD | +44.6% | +15.3% | +29.2% | +21.6% |
| 1Y | +6.3% | +22.6% | -16.3% | -16.7% |
| 3Y | +6.7% | +74.7% | -68.0% | -42.7% |
| 5Y | -37.4% | +66.1% | -103.5% | -63.7% |
| 10Y | -27.0% | +225.0% | -252.0% | -76.9% |
| All | +24.9% | +374.2% | -349.3% | -70.3% |
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