+84.9%
GOOW vs VT
+24.7%
+60.2%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -2.9% | +0.4% | -3.3% | -3.5% |
| 30D | -8.3% | +1.0% | -9.2% | -9.6% |
| 3M | -12.1% | +2.4% | -14.4% | -14.8% |
| 6M | +10.9% | +12.0% | -1.1% | -6.3% |
| YTD | +6.1% | +15.3% | -9.2% | -14.7% |
| 1Y | +49.5% | +22.6% | +26.9% | +8.5% |
| All | +84.9% | +24.7% | +60.2% | +29.6% |
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 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