+43.4%
GJUL vs VT
+69.1%
-25.7%
-10.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.5% | +0.1% |
| 7D | -1.0% | -2.0% | +1.0% | 0.0% |
| 30D | -0.4% | -1.4% | +1.0% | +0.3% |
| 3M | +2.9% | +4.7% | -1.8% | +0.5% |
| 6M | +7.0% | +11.4% | -4.3% | +0.9% |
| YTD | +7.2% | +13.1% | -5.9% | +0.2% |
| 1Y | +10.3% | +19.0% | -8.7% | +0.1% |
| 3Y | +44.8% | +73.9% | -29.2% | +5.7% |
| All | +43.4% | +69.1% | -25.7% | +6.2% |
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