+250.2%
GM vs VT
+375.0%
-124.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.5% |
| 7D | +0.4% | -0.1% | +0.5% | +0.6% |
| 30D | +7.2% | -3.1% | +10.3% | +11.2% |
| 3M | +1.0% | -3.5% | +4.5% | +5.4% |
| 6M | +13.0% | +0.5% | +12.6% | +12.1% |
| YTD | +9.8% | +10.8% | -1.0% | -3.4% |
| 1Y | +25.9% | +11.9% | +14.0% | +9.4% |
| 3Y | +240.4% | +73.0% | +167.4% | +70.8% |
| 5Y | +56.1% | +58.6% | -2.5% | -10.5% |
| 10Y | +226.7% | +219.2% | +7.5% | -13.5% |
| All | +250.2% | +375.0% | -124.8% | -37.8% |
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