-50.9%
GO vs VT
+66.2%
-117.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | +1.7% | +0.4% | +1.3% | +1.5% |
| 30D | +25.6% | +1.0% | +24.6% | +25.0% |
| 3M | +46.3% | +2.4% | +44.0% | +44.7% |
| 6M | +40.8% | +12.0% | +28.8% | +33.8% |
| YTD | +22.6% | +15.3% | +7.2% | +15.1% |
| 1Y | -31.7% | +22.6% | -54.3% | -37.5% |
| 3Y | -59.5% | +74.7% | -134.2% | -68.8% |
| All | -50.9% | +66.2% | -117.1% | -62.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling