+75.8%
GM vs VTV
+80.6%
-4.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -1.7% |
| 7D | -2.4% | -1.1% | -1.3% | -0.8% |
| 30D | -1.1% | -1.0% | -0.1% | +0.4% |
| 3M | +6.1% | +4.6% | +1.5% | -1.1% |
| 6M | +15.0% | +13.5% | +1.5% | -5.3% |
| YTD | +6.0% | +18.5% | -12.5% | -18.3% |
| 1Y | +47.1% | +22.9% | +24.2% | +7.2% |
| 3Y | +170.5% | +67.8% | +102.6% | +19.0% |
| All | +75.8% | +80.6% | -4.8% | -28.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling