+189.3%
GCOW vs VT
+274.3%
-85.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +0.3% | +0.4% | -0.1% | 0.0% |
| 30D | +2.7% | +1.0% | +1.8% | +1.9% |
| 3M | +4.6% | +2.4% | +2.2% | +2.3% |
| 6M | +4.6% | +12.0% | -7.4% | -5.0% |
| YTD | +17.4% | +15.3% | +2.1% | +4.0% |
| 1Y | +25.2% | +22.6% | +2.6% | +5.3% |
| 3Y | +61.5% | +74.7% | -13.2% | -0.2% |
| 5Y | +89.4% | +66.1% | +23.3% | +21.0% |
| 10Y | +155.3% | +225.0% | -69.7% | -14.0% |
| All | +189.3% | +274.3% | -85.0% | -14.6% |
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 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