+47.6%
GMED vs VT
+76.6%
-29.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.5% | -3.7% | -3.7% |
| 7D | -6.8% | +1.0% | -7.8% | -7.7% |
| 30D | -8.9% | -0.2% | -8.6% | -8.7% |
| 3M | -4.2% | +4.5% | -8.7% | -8.5% |
| 6M | -13.8% | +14.1% | -27.9% | -25.0% |
| YTD | -14.1% | +14.8% | -28.8% | -25.8% |
| 1Y | +26.0% | +21.2% | +4.8% | +3.0% |
| 3Y | +47.6% | +76.6% | -29.0% | -19.4% |
| All | +47.6% | +76.6% | -29.0% | -19.4% |
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