+39.4%
GM vs VTV
+28.2%
+11.2%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.5% | +3.1% | +2.3% |
| 7D | +12.1% | +1.8% | +10.3% | +9.1% |
| 30D | +15.2% | +6.0% | +9.2% | +5.3% |
| 3M | +4.9% | +3.7% | +1.2% | -0.8% |
| 6M | +22.6% | +13.9% | +8.7% | 0.0% |
| YTD | +14.4% | +22.8% | -8.4% | -16.7% |
| 1Y | +39.4% | +27.9% | +11.5% | -5.1% |
| All | +39.4% | +28.2% | +11.2% | -5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 1y: compounded portfolio wealth divided by compounded VTV 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…
1y analysis · Full analysis span regression · 6 months rolling