+224.8%
GGT vs VT
+346.0%
-121.2%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.4% | +2.4% |
| 7D | +2.0% | -2.3% | +4.3% | +4.2% |
| 30D | -9.4% | -5.0% | -4.4% | -5.3% |
| 3M | -8.9% | -4.9% | -4.0% | -5.0% |
| 6M | -5.4% | -1.5% | -3.9% | -4.5% |
| YTD | +1.4% | +8.5% | -7.1% | -6.4% |
| 1Y | +8.9% | +11.4% | -2.4% | -1.8% |
| 3Y | +36.1% | +70.1% | -34.0% | -17.2% |
| 5Y | -10.1% | +53.7% | -63.9% | -40.5% |
| 10Y | +93.9% | +220.0% | -126.1% | -30.2% |
| All | +224.8% | +346.0% | -121.2% | -16.3% |
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