+667.6%
GKOS vs VT
+231.8%
+435.8%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +1.7% | +4.2% | +3.7% |
| 7D | +36.0% | -0.3% | +36.3% | +36.5% |
| 30D | +50.4% | -1.4% | +51.9% | +53.1% |
| 3M | +44.7% | -1.4% | +46.1% | +47.0% |
| 6M | +81.6% | +5.5% | +76.1% | +67.7% |
| YTD | +118.5% | +12.8% | +105.7% | +85.5% |
| 1Y | +187.0% | +15.4% | +171.6% | +136.9% |
| 3Y | +284.2% | +76.9% | +207.3% | +87.9% |
| 5Y | +348.5% | +60.4% | +288.1% | +150.6% |
| 10Y | +667.6% | +232.8% | +434.8% | +52.6% |
| All | +667.6% | +231.8% | +435.8% | +52.6% |
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