+285.4%
GOOD vs VT
+374.2%
-88.8%
-66.3%
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 | +0.8% | +0.4% | +0.3% | +0.4% |
| 30D | +7.9% | +1.0% | +7.0% | +7.1% |
| 3M | +6.5% | +2.4% | +4.1% | +4.1% |
| 6M | +10.2% | +12.0% | -1.8% | +0.3% |
| YTD | +31.2% | +15.3% | +15.9% | +16.6% |
| 1Y | +9.4% | +22.6% | -13.1% | -7.3% |
| 3Y | +30.6% | +74.7% | -44.1% | -16.4% |
| 5Y | -11.4% | +66.1% | -77.5% | -41.3% |
| 10Y | +61.0% | +225.0% | -164.0% | -31.9% |
| All | +285.4% | +374.2% | -88.8% | +19.4% |
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 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