+193.5%
GCV vs VT
+363.9%
-170.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.5% | -0.9% |
| 7D | 0.0% | -0.3% | +0.3% | +0.2% |
| 30D | -3.7% | -1.4% | -2.2% | -2.7% |
| 3M | -13.1% | -1.4% | -11.7% | -12.3% |
| 6M | -7.2% | +5.5% | -12.7% | -10.6% |
| YTD | +3.2% | +12.8% | -9.6% | -5.0% |
| 1Y | +0.8% | +15.4% | -14.6% | -8.6% |
| 3Y | +59.0% | +76.9% | -17.9% | +7.0% |
| 5Y | +4.8% | +60.4% | -55.6% | -25.7% |
| 10Y | +126.8% | +232.8% | -106.0% | -3.2% |
| All | +193.5% | +363.9% | -170.4% | -18.3% |
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 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