+249.1%
GM vs VT
+223.7%
+25.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.6% | +1.4% | +0.7% |
| 7D | -0.3% | +0.4% | -0.7% | -0.8% |
| 30D | +8.4% | -2.6% | +11.0% | +12.0% |
| 3M | +2.6% | -3.2% | +5.8% | +6.9% |
| 6M | +14.3% | +0.9% | +13.3% | +12.5% |
| YTD | +11.0% | +11.3% | -0.3% | -4.0% |
| 1Y | +27.8% | +14.0% | +13.8% | +7.2% |
| 3Y | +246.7% | +75.8% | +170.8% | +60.4% |
| 5Y | +59.6% | +57.8% | +1.7% | -12.5% |
| 10Y | +249.1% | +219.8% | +29.3% | -15.4% |
| All | +249.1% | +223.7% | +25.4% | -15.4% |
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