+168.7%
GCOW vs VT
+217.6%
-49.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.3% |
| 7D | +0.4% | -0.1% | +0.6% | +0.4% |
| 30D | +5.4% | -3.1% | +8.5% | +7.7% |
| 3M | +2.4% | -3.5% | +5.9% | +4.9% |
| 6M | +6.1% | +0.5% | +5.7% | +5.0% |
| YTD | +18.4% | +10.8% | +7.6% | +8.0% |
| 1Y | +23.4% | +11.9% | +11.5% | +11.6% |
| 3Y | +69.4% | +73.0% | -3.6% | +5.5% |
| 5Y | +96.3% | +58.6% | +37.7% | +30.5% |
| 10Y | +168.7% | +219.2% | -50.5% | -9.1% |
| All | +168.7% | +217.6% | -49.0% | -9.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling