+30.2%
GGAL vs VT
+215.5%
-185.4%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.8% | -1.9% |
| 7D | -8.9% | -2.3% | -6.5% | -5.9% |
| 30D | -20.5% | -5.0% | -15.6% | -14.7% |
| 3M | -36.8% | -4.9% | -32.0% | -32.4% |
| 6M | -31.0% | -1.5% | -29.4% | -29.3% |
| YTD | -43.6% | +8.5% | -52.1% | -49.4% |
| 1Y | -46.9% | +11.4% | -58.3% | -54.1% |
| 3Y | +178.7% | +70.1% | +108.6% | +37.0% |
| 5Y | +235.8% | +53.7% | +182.1% | +91.1% |
| All | +30.2% | +215.5% | -185.4% | -69.4% |
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