+32.6%
GOOD vs VT
+223.7%
-191.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.8% | -1.7% |
| 7D | -11.7% | +0.4% | -12.0% | -12.1% |
| 30D | -18.6% | -2.6% | -16.0% | -16.8% |
| 3M | -19.1% | -3.2% | -15.8% | -16.8% |
| 6M | -16.4% | +0.9% | -17.3% | -18.0% |
| YTD | +4.1% | +11.3% | -7.2% | -8.1% |
| 1Y | +3.3% | +14.0% | -10.7% | -11.1% |
| 3Y | +13.5% | +75.8% | -62.3% | -39.1% |
| 5Y | -30.4% | +57.8% | -88.3% | -58.2% |
| 10Y | +32.6% | +219.8% | -187.2% | -61.1% |
| All | +32.6% | +223.7% | -191.1% | -61.1% |
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