-90.0%
GCTS vs VT
+69.7%
-159.7%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | +0.2% | +11.3% | +11.0% |
| 7D | +3.6% | -2.3% | +5.9% | +9.9% |
| 30D | -43.7% | -5.0% | -38.7% | -35.9% |
| 3M | -51.1% | -4.9% | -46.2% | -44.0% |
| 6M | -23.7% | -1.5% | -22.1% | -18.0% |
| YTD | -3.3% | +8.5% | -11.8% | -18.3% |
| 1Y | -16.5% | +11.4% | -27.9% | -34.3% |
| 3Y | -90.0% | +70.1% | -160.0% | -97.1% |
| All | -90.0% | +69.7% | -159.7% | -97.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling