+43.8%
GJUL vs VT
+70.6%
-26.7%
-10.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.5% | +0.1% |
| 7D | -0.1% | -0.1% | 0.0% | -0.1% |
| 30D | -0.2% | -0.7% | +0.4% | +0.1% |
| 3M | +3.0% | +4.0% | -1.0% | +0.9% |
| 6M | +7.2% | +12.3% | -5.0% | +0.7% |
| YTD | +7.5% | +14.0% | -6.5% | 0.0% |
| 1Y | +10.8% | +20.3% | -9.5% | 0.0% |
| 3Y | +45.2% | +75.4% | -30.2% | +5.5% |
| All | +43.8% | +70.6% | -26.7% | +6.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling