+101.1%
GGT vs VT
+223.7%
-122.6%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +2.6% | +2.7% | +2.8% |
| 7D | +7.7% | +0.4% | +7.4% | +7.5% |
| 30D | -4.5% | -2.6% | -1.9% | -2.0% |
| 3M | -4.5% | -3.2% | -1.3% | -1.5% |
| 6M | -2.5% | +0.9% | -3.4% | -3.8% |
| YTD | +6.8% | +11.3% | -4.5% | -4.8% |
| 1Y | +14.7% | +14.0% | +0.7% | -0.1% |
| 3Y | +56.5% | +75.8% | -19.4% | -15.3% |
| 5Y | -6.1% | +57.8% | -63.9% | -43.0% |
| 10Y | +101.1% | +219.8% | -118.7% | -40.8% |
| All | +101.1% | +223.7% | -122.6% | -40.8% |
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