+724.2%
GGG vs VT
+374.2%
+350.0%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -1.8% | +0.4% | -2.2% | -2.2% |
| 30D | -5.6% | +1.0% | -6.6% | -6.6% |
| 3M | +5.2% | +2.4% | +2.8% | +2.3% |
| 6M | -15.6% | +12.0% | -27.6% | -25.4% |
| YTD | -4.0% | +15.3% | -19.3% | -17.7% |
| 1Y | -8.4% | +22.6% | -31.0% | -26.4% |
| 3Y | +1.9% | +74.7% | -72.8% | -43.6% |
| 5Y | +5.7% | +66.1% | -60.5% | -38.5% |
| 10Y | +254.0% | +225.0% | +29.0% | +2.3% |
| All | +724.2% | +374.2% | +350.0% | +48.5% |
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