+5.8%
GGOV vs VT
+22.0%
-16.2%
-1.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | +0.5% | -2.3% | +2.8% | +0.6% |
| 30D | +2.9% | -5.0% | +7.9% | +3.2% |
| 3M | +2.5% | -4.9% | +7.4% | +2.8% |
| 6M | +2.6% | -1.5% | +4.2% | +2.7% |
| YTD | +5.3% | +8.5% | -3.2% | +5.2% |
| 1Y | +5.2% | +11.4% | -6.2% | +5.1% |
| All | +5.8% | +22.0% | -16.2% | +6.8% |
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