+19.1%
GOLY vs VT
+70.0%
-50.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -3.1% |
| 7D | +2.8% | -0.1% | +2.9% | +2.8% |
| 30D | -3.1% | -3.1% | 0.0% | -1.9% |
| 3M | -10.8% | -3.5% | -7.3% | -9.4% |
| 6M | -18.5% | +0.5% | -19.0% | -18.5% |
| YTD | -29.4% | +10.8% | -40.1% | -31.5% |
| 1Y | -26.0% | +11.9% | -37.9% | -28.4% |
| 3Y | +51.0% | +73.0% | -22.0% | +31.2% |
| 5Y | +18.3% | +58.6% | -40.3% | +0.1% |
| All | +19.1% | +70.0% | -50.9% | -0.4% |
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 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