+178.5%
GOEX vs VT
+57.4%
+121.2%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.6% | +2.8% | +2.4% |
| 7D | +15.7% | +0.4% | +15.3% | +15.1% |
| 30D | -1.2% | -2.6% | +1.4% | +2.0% |
| 3M | -1.9% | -3.2% | +1.3% | +2.3% |
| 6M | -4.3% | +0.9% | -5.2% | -3.8% |
| YTD | +2.7% | +11.3% | -8.6% | -5.8% |
| 1Y | +27.3% | +14.0% | +13.3% | +14.4% |
| 3Y | +286.4% | +75.8% | +210.6% | +127.9% |
| 5Y | +178.5% | +57.8% | +120.7% | +69.5% |
| All | +178.5% | +57.4% | +121.2% | +69.5% |
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