+226.2%
GM vs VT
+221.4%
+4.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -1.6% |
| 7D | +0.4% | +1.0% | -0.6% | -0.9% |
| 30D | -1.8% | -0.2% | -1.6% | -1.6% |
| 3M | +2.6% | +4.5% | -1.9% | -3.3% |
| 6M | +14.6% | +14.1% | +0.5% | -3.8% |
| YTD | +6.2% | +14.8% | -8.6% | -11.5% |
| 1Y | +48.7% | +21.2% | +27.5% | +15.1% |
| 3Y | +168.3% | +76.6% | +91.7% | +24.1% |
| 5Y | +82.8% | +66.6% | +16.2% | -6.3% |
| 10Y | +226.2% | +222.3% | +3.9% | -23.8% |
| All | +226.2% | +221.4% | +4.8% | -23.8% |
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 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