+219.8%
GMED vs VT
+229.8%
-10.0%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | 0.0% |
| 7D | -5.2% | -1.1% | -4.1% | -4.2% |
| 30D | -13.4% | -1.0% | -12.4% | -12.6% |
| 3M | -7.9% | +3.2% | -11.0% | -10.8% |
| 6M | -14.9% | +12.5% | -27.4% | -24.2% |
| YTD | -15.0% | +14.1% | -29.1% | -25.4% |
| 1Y | +24.4% | +18.9% | +5.5% | +5.3% |
| 3Y | +45.3% | +74.1% | -28.8% | -13.4% |
| 5Y | -8.9% | +66.9% | -75.8% | -43.5% |
| All | +219.8% | +229.8% | -10.0% | +4.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling