+646.4%
GKOS vs VT
+210.7%
+435.7%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.4% | -2.4% |
| 7D | +28.6% | -1.6% | +30.2% | +31.1% |
| 30D | +42.3% | -2.5% | +44.8% | +46.6% |
| 3M | +36.4% | -1.3% | +37.7% | +38.2% |
| 6M | +66.2% | +3.1% | +63.1% | +58.2% |
| YTD | +106.4% | +10.9% | +95.5% | +79.8% |
| 1Y | +166.7% | +12.1% | +154.6% | +129.6% |
| 3Y | +262.9% | +73.9% | +189.0% | +85.6% |
| 5Y | +335.9% | +58.0% | +277.9% | +153.0% |
| 10Y | +638.9% | +225.5% | +413.4% | +94.7% |
| All | +646.4% | +210.7% | +435.7% | +84.8% |
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