+327.9%
GOEX vs VT
+224.4%
+103.5%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.1% | -3.0% | -2.8% |
| 7D | +1.7% | -0.7% | +2.4% | +2.2% |
| 30D | -6.7% | -1.7% | -4.9% | -5.3% |
| 3M | -9.3% | -2.3% | -6.9% | -7.2% |
| 6M | -13.7% | +1.5% | -15.3% | -13.7% |
| YTD | -4.1% | +12.0% | -16.1% | -9.9% |
| 1Y | +12.7% | +12.9% | -0.2% | +5.5% |
| 3Y | +268.1% | +74.9% | +193.2% | +160.0% |
| 5Y | +149.0% | +59.9% | +89.1% | +82.3% |
| 10Y | +327.9% | +224.6% | +103.2% | +113.5% |
| All | +327.9% | +224.4% | +103.5% | +113.5% |
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 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