+0.4%
GCV vs VT
+53.2%
-52.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.1% | +0.5% | -1.4% |
| 7D | -3.5% | -4.2% | +0.6% | -1.3% |
| 30D | -7.7% | -5.8% | -1.9% | -4.7% |
| 3M | -16.0% | -5.2% | -10.8% | -13.5% |
| 6M | -10.9% | +0.1% | -11.0% | -10.9% |
| YTD | -0.5% | +8.2% | -8.7% | -4.5% |
| 1Y | -1.6% | +10.1% | -11.7% | -6.4% |
| 3Y | +53.4% | +69.7% | -16.3% | +16.6% |
| 5Y | +0.4% | +53.4% | -52.9% | -20.3% |
| All | +0.4% | +53.2% | -52.8% | -20.3% |
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