-81.9%
GCTS vs VT
+65.3%
-147.2%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.2% | +1.2% |
| 7D | -4.8% | +0.4% | -5.3% | -5.3% |
| 30D | -22.0% | +1.0% | -23.0% | -22.6% |
| 3M | -44.3% | +2.4% | -46.7% | -44.9% |
| 6M | +65.4% | +12.0% | +53.4% | +49.4% |
| YTD | +47.5% | +15.3% | +32.2% | +28.9% |
| 1Y | +39.4% | +22.6% | +16.8% | +14.5% |
| 3Y | -83.2% | +74.7% | -157.9% | -88.5% |
| All | -81.9% | +65.3% | -147.2% | -87.5% |
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 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