+58.7%
GOOW vs VT
+20.4%
+38.3%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.8% | +3.0% |
| 7D | +6.6% | +2.9% | +3.7% | +2.5% |
| 30D | -19.0% | -2.5% | -16.5% | -16.1% |
| 3M | -16.7% | -3.3% | -13.4% | -12.7% |
| 6M | -28.6% | +1.5% | -30.1% | -30.3% |
| YTD | -9.6% | +11.4% | -20.9% | -23.7% |
| 1Y | -0.4% | +11.9% | -12.3% | -16.8% |
| All | +58.7% | +20.4% | +38.3% | +16.1% |
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