+87.9%
GM vs VT
+66.2%
+21.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.9% |
| 7D | +1.9% | +0.4% | +1.5% | +1.4% |
| 30D | -1.4% | +1.0% | -2.3% | -2.6% |
| 3M | +5.9% | +2.4% | +3.5% | +2.6% |
| 6M | +12.4% | +12.0% | +0.4% | -3.1% |
| YTD | +8.6% | +15.3% | -6.7% | -9.8% |
| 1Y | +52.6% | +22.6% | +30.0% | +16.6% |
| 3Y | +169.7% | +74.7% | +95.0% | +24.8% |
| All | +87.9% | +66.2% | +21.7% | -4.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling