-100.0%
GCTK vs VT
+58.5%
-158.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | -0.6% | -19.4% | -19.2% |
| 7D | -36.8% | +2.9% | -39.7% | -39.1% |
| 30D | -89.2% | -2.5% | -86.7% | -88.5% |
| 3M | -97.9% | -3.3% | -94.5% | -97.7% |
| 6M | -98.9% | +1.5% | -100.5% | -98.9% |
| YTD | -99.8% | +11.4% | -111.2% | -99.8% |
| 1Y | -99.9% | +11.9% | -111.8% | -99.9% |
| 3Y | -100.0% | +73.9% | -173.9% | -100.0% |
| 5Y | -100.0% | +57.9% | -157.9% | -100.0% |
| All | -100.0% | +58.5% | -158.5% | -100.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling