+80.5%
GOOY vs VT
+70.1%
+10.4%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.7% |
| 7D | +1.1% | +1.0% | 0.0% | +0.1% |
| 30D | -2.8% | -0.2% | -2.5% | -2.6% |
| 3M | -5.8% | +4.5% | -10.4% | -9.5% |
| 6M | +10.9% | +14.1% | -3.2% | -1.6% |
| YTD | +8.2% | +14.8% | -6.6% | -4.7% |
| 1Y | +35.1% | +21.2% | +13.9% | +13.4% |
| 3Y | +79.5% | +76.6% | +2.9% | +8.3% |
| All | +80.5% | +70.1% | +10.4% | +14.6% |
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 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