-49.4%
GOOS vs VT
+199.9%
-249.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -1.2% | +0.4% | -1.7% | -1.9% |
| 30D | -7.7% | +1.0% | -8.7% | -9.0% |
| 3M | -17.4% | +2.4% | -19.7% | -20.7% |
| 6M | -31.0% | +12.0% | -43.0% | -42.5% |
| YTD | -37.1% | +15.3% | -52.5% | -49.5% |
| 1Y | -38.0% | +22.6% | -60.5% | -54.5% |
| 3Y | -49.9% | +74.7% | -124.6% | -79.0% |
| 5Y | -80.5% | +66.1% | -146.7% | -90.6% |
| All | -49.4% | +199.9% | -249.2% | -89.0% |
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