-99.3%
GOSS vs VT
+162.7%
-262.0%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.7% | +5.5% | +5.0% |
| 7D | -6.9% | -0.3% | -6.6% | -6.4% |
| 30D | -6.6% | -1.4% | -5.1% | -4.4% |
| 3M | -31.7% | -1.4% | -30.3% | -29.9% |
| 6M | -64.5% | +5.5% | -69.9% | -66.7% |
| YTD | -96.0% | +12.8% | -108.8% | -96.4% |
| 1Y | -94.6% | +15.4% | -110.0% | -95.3% |
| 3Y | -78.2% | +76.9% | -155.0% | -88.3% |
| 5Y | -99.1% | +60.4% | -159.5% | -99.4% |
| All | -99.3% | +162.7% | -262.0% | -99.7% |
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