-44.3%
GOOS vs VT
+181.4%
-225.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.1% | +4.6% | +6.7% |
| 7D | +11.4% | -4.2% | +15.6% | +18.5% |
| 30D | +17.3% | -5.8% | +23.1% | +27.9% |
| 3M | +1.6% | -5.2% | +6.8% | +9.8% |
| 6M | -21.8% | +0.1% | -21.9% | -22.9% |
| YTD | -30.8% | +8.2% | -39.0% | -39.1% |
| 1Y | -36.7% | +10.1% | -46.8% | -45.6% |
| 3Y | -13.8% | +69.7% | -83.5% | -62.5% |
| 5Y | -81.4% | +53.4% | -134.8% | -90.0% |
| All | -44.3% | +181.4% | -225.7% | -86.8% |
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