-99.0%
GOSS vs VT
+168.5%
-267.5%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.5% | -0.5% |
| 7D | +2.9% | +0.4% | +2.5% | +2.4% |
| 30D | -1.7% | +1.0% | -2.7% | -2.9% |
| 3M | -1.7% | +2.4% | -4.1% | -4.6% |
| 6M | -69.8% | +12.0% | -81.8% | -73.7% |
| YTD | -94.4% | +15.3% | -109.7% | -95.1% |
| 1Y | -93.0% | +22.6% | -115.6% | -94.4% |
| 3Y | -83.3% | +74.7% | -158.0% | -91.0% |
| 5Y | -98.2% | +66.1% | -164.4% | -98.9% |
| All | -99.0% | +168.5% | -267.5% | -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