+31.7%
GOLY vs VT
+76.1%
-44.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.5% |
| 7D | +0.9% | +1.0% | -0.1% | +0.5% |
| 30D | -1.3% | -0.2% | -1.0% | -1.1% |
| 3M | -1.0% | +4.5% | -5.5% | -2.6% |
| 6M | -23.5% | +14.1% | -37.6% | -26.9% |
| YTD | -21.9% | +14.8% | -36.6% | -25.3% |
| 1Y | -11.3% | +21.2% | -32.4% | -16.4% |
| 3Y | +65.8% | +76.6% | -10.7% | +42.3% |
| 5Y | +34.6% | +66.6% | -32.0% | +12.2% |
| All | +31.7% | +76.1% | -44.4% | +8.6% |
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 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