+38.2%
GOEX vs VT
+383.9%
-345.6%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +1.1% | +0.4% | +0.6% | +0.8% |
| 30D | +19.3% | +1.0% | +18.3% | +18.6% |
| 3M | +21.8% | +2.4% | +19.4% | +20.5% |
| 6M | -6.1% | +12.0% | -18.1% | -12.5% |
| YTD | +16.9% | +15.3% | +1.5% | +7.0% |
| 1Y | +68.0% | +22.6% | +45.4% | +47.8% |
| 3Y | +303.8% | +74.7% | +229.1% | +179.0% |
| 5Y | +237.3% | +66.1% | +171.1% | +139.6% |
| 10Y | +274.3% | +225.0% | +49.3% | +68.6% |
| All | +38.2% | +383.9% | -345.6% | -56.3% |
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