+86.2%
GOOW vs VT
+24.1%
+62.1%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.7% |
| 7D | +1.3% | +1.0% | +0.3% | -0.1% |
| 30D | -5.4% | -0.2% | -5.2% | -5.1% |
| 3M | -9.4% | +4.5% | -13.9% | -14.8% |
| 6M | +13.4% | +14.1% | -0.7% | -6.6% |
| YTD | +6.1% | +14.8% | -8.7% | -14.2% |
| 1Y | +48.2% | +21.2% | +27.0% | +9.0% |
| All | +86.2% | +24.1% | +62.1% | +30.6% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling