+240.2%
GM vs VT
+365.1%
-125.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.2% | -3.8% | -3.8% |
| 7D | -1.4% | -2.3% | +0.9% | +1.4% |
| 30D | +6.4% | -5.0% | +11.3% | +13.0% |
| 3M | -0.7% | -4.9% | +4.2% | +5.4% |
| 6M | +9.9% | -1.5% | +11.5% | +11.7% |
| YTD | +6.7% | +8.5% | -1.8% | -3.8% |
| 1Y | +26.2% | +11.4% | +14.9% | +10.3% |
| 3Y | +205.0% | +70.1% | +134.9% | +56.2% |
| 5Y | +53.6% | +53.7% | -0.1% | -8.5% |
| 10Y | +233.4% | +220.0% | +13.4% | -11.8% |
| All | +240.2% | +365.1% | -125.0% | -38.1% |
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