+203.1%
GGG vs VT
+215.5%
-12.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.4% |
| 7D | +0.6% | -2.3% | +2.9% | +2.9% |
| 30D | -12.1% | -5.0% | -7.1% | -7.4% |
| 3M | -18.0% | -4.9% | -13.1% | -13.8% |
| 6M | -14.9% | -1.5% | -13.4% | -14.0% |
| YTD | -16.0% | +8.5% | -24.5% | -23.2% |
| 1Y | -15.3% | +11.4% | -26.6% | -24.7% |
| 3Y | -8.9% | +70.1% | -79.0% | -48.0% |
| 5Y | -7.0% | +53.7% | -60.8% | -40.9% |
| All | +203.1% | +215.5% | -12.4% | -5.4% |
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