+479.9%
GMED vs VT
+380.7%
+99.3%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -5.6% | +0.4% | -6.1% | -6.1% |
| 30D | -2.8% | +1.0% | -3.8% | -3.7% |
| 3M | -2.1% | +2.4% | -4.5% | -4.6% |
| 6M | -13.5% | +12.0% | -25.5% | -22.3% |
| YTD | -10.3% | +15.3% | -25.7% | -21.8% |
| 1Y | +29.9% | +22.6% | +7.3% | +7.4% |
| 3Y | +44.4% | +74.7% | -30.3% | -13.0% |
| 5Y | -6.5% | +66.1% | -72.6% | -40.9% |
| 10Y | +226.6% | +225.0% | +1.6% | +17.2% |
| All | +479.9% | +380.7% | +99.3% | +53.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling