+81.6%
GOOP vs VT
+82.7%
-1.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.6% | -1.2% | -1.2% |
| 7D | +3.4% | +0.4% | +3.0% | +2.9% |
| 30D | -19.0% | -2.6% | -16.4% | -16.8% |
| 3M | -20.1% | -3.2% | -16.9% | -17.4% |
| 6M | -33.5% | +0.9% | -34.4% | -34.1% |
| YTD | -15.5% | +11.3% | -26.8% | -24.0% |
| 1Y | -6.8% | +14.0% | -20.8% | -18.0% |
| 3Y | +74.7% | +75.8% | -1.2% | +10.2% |
| All | +81.6% | +82.7% | -1.1% | +12.7% |
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