-59.0%
GOGO vs VT
+217.6%
-276.6%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | 0.0% |
| 7D | +50.0% | -0.1% | +50.1% | +50.6% |
| 30D | +55.2% | -3.1% | +58.2% | +61.8% |
| 3M | +12.9% | -3.5% | +16.4% | +18.7% |
| 6M | -18.2% | +0.5% | -18.6% | -17.7% |
| YTD | -22.7% | +10.8% | -33.5% | -31.3% |
| 1Y | -52.6% | +11.9% | -64.5% | -58.3% |
| 3Y | -64.3% | +73.0% | -137.3% | -80.8% |
| 5Y | -76.1% | +58.6% | -134.7% | -85.8% |
| 10Y | -59.0% | +219.2% | -278.2% | -89.7% |
| All | -59.0% | +217.6% | -276.6% | -89.7% |
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