+272.0%
GCT vs VT
+75.7%
+196.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +0.2% | -7.6% | -7.7% |
| 7D | 0.0% | -2.3% | +2.3% | +2.3% |
| 30D | +4.3% | -5.0% | +9.3% | +10.7% |
| 3M | +11.4% | -4.9% | +16.3% | +18.2% |
| 6M | +29.7% | -1.5% | +31.3% | +31.6% |
| YTD | +48.6% | +8.5% | +40.1% | +34.3% |
| 1Y | +129.3% | +11.4% | +117.9% | +100.6% |
| 3Y | +462.9% | +70.1% | +392.8% | +292.7% |
| All | +272.0% | +75.7% | +196.3% | +78.5% |
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