+13.2%
GOEX vs VT
+354.1%
-340.9%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.1% | +5.6% | +4.6% |
| 7D | +4.3% | -4.2% | +8.5% | +7.8% |
| 30D | -6.9% | -5.8% | -1.1% | -2.4% |
| 3M | -2.3% | -5.2% | +2.9% | +2.2% |
| 6M | -3.2% | +0.1% | -3.3% | -2.0% |
| YTD | -4.3% | +8.2% | -12.5% | -7.8% |
| 1Y | +22.6% | +10.1% | +12.5% | +16.9% |
| 3Y | +238.3% | +69.7% | +168.7% | +140.3% |
| 5Y | +168.9% | +53.4% | +115.5% | +103.1% |
| 10Y | +257.7% | +219.2% | +38.5% | +63.5% |
| All | +13.2% | +354.1% | -340.9% | -62.4% |
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