+246.5%
GM vs VT
+394.5%
-148.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.7% |
| 6M | +12.4% | +12.0% | +0.4% | -2.4% |
| YTD | +8.6% | +15.3% | -6.7% | -9.0% |
| 1Y | +52.6% | +22.6% | +30.0% | +18.4% |
| 3Y | +169.7% | +74.7% | +95.0% | +33.9% |
| 5Y | +87.5% | +66.1% | +21.4% | +1.7% |
| 10Y | +233.0% | +225.0% | +8.0% | -14.0% |
| All | +246.5% | +394.5% | -148.0% | -41.4% |
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 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