+38.2%
GMAY vs VT
+74.4%
-36.2%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | -0.4% | -0.1% | -0.2% | -0.3% |
| 30D | -1.8% | -3.1% | +1.2% | -0.4% |
| 3M | -0.7% | -3.5% | +2.8% | +0.9% |
| 6M | +2.2% | +0.5% | +1.8% | +1.9% |
| YTD | +5.5% | +10.8% | -5.3% | +0.2% |
| 1Y | +6.8% | +11.9% | -5.1% | +0.9% |
| 3Y | +38.2% | +73.0% | -34.7% | +7.4% |
| All | +38.2% | +74.4% | -36.2% | +7.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling