-87.1%
GCTS vs VT
+59.1%
-146.2%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | -0.3% | -17.9% | -17.8% |
| 7D | +8.6% | +2.4% | +6.3% | +6.3% |
| 30D | -28.8% | -1.5% | -27.3% | -26.6% |
| 3M | -41.1% | -4.1% | -37.0% | -37.3% |
| 6M | -13.1% | +0.6% | -13.7% | -11.0% |
| YTD | +5.0% | +11.0% | -6.0% | -2.9% |
| 1Y | -0.8% | +13.3% | -14.1% | -10.3% |
| 3Y | -88.1% | +73.4% | -161.5% | -91.3% |
| All | -87.1% | +59.1% | -146.2% | -90.6% |
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 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