-78.0%
GDTC vs VT
+73.4%
-151.4%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.1% | +3.1% | +1.2% |
| 7D | -2.3% | -4.2% | +1.8% | -0.1% |
| 30D | -5.4% | -5.8% | +0.4% | -2.3% |
| 3M | +4.8% | -5.2% | +10.0% | +7.7% |
| 6M | -4.3% | +0.1% | -4.5% | -5.2% |
| YTD | -34.1% | +8.2% | -42.3% | -38.5% |
| 1Y | -58.3% | +10.1% | -68.4% | -61.7% |
| 3Y | -78.3% | +69.7% | -147.9% | -86.6% |
| All | -78.0% | +73.4% | -151.4% | -86.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling