+468.4%
GKOS vs VT
+223.0%
+245.4%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -1.3% | +0.4% | -1.8% | -1.9% |
| 30D | +3.8% | +1.0% | +2.9% | +2.7% |
| 3M | +45.8% | +2.4% | +43.5% | +40.8% |
| 6M | +53.8% | +12.0% | +41.8% | +33.2% |
| YTD | +57.2% | +15.3% | +41.8% | +30.9% |
| 1Y | +96.9% | +22.6% | +74.3% | +51.8% |
| 3Y | +137.0% | +74.7% | +62.3% | +20.4% |
| 5Y | +200.3% | +66.1% | +134.2% | +64.7% |
| 10Y | +478.3% | +225.0% | +253.3% | +51.4% |
| All | +468.4% | +223.0% | +245.4% | +34.6% |
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 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