+423.4%
GOF vs VT
+374.2%
+49.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -2.4% | +0.4% | -2.8% | -2.6% |
| 30D | -9.2% | +1.0% | -10.2% | -9.6% |
| 3M | -11.0% | +2.4% | -13.4% | -12.1% |
| 6M | -12.4% | +12.0% | -24.4% | -17.2% |
| YTD | -17.3% | +15.3% | -32.6% | -22.9% |
| 1Y | -25.5% | +22.6% | -48.0% | -32.7% |
| 3Y | -3.5% | +74.7% | -78.1% | -26.9% |
| 5Y | -9.2% | +66.1% | -75.3% | -30.1% |
| 10Y | +75.8% | +225.0% | -149.2% | -3.6% |
| All | +423.4% | +374.2% | +49.2% | +123.6% |
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