+1.5%
GOVI vs VT
+224.4%
-222.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.2% | 0.0% |
| 7D | -0.8% | -0.7% | -0.1% | -0.9% |
| 30D | +2.8% | -1.7% | +4.6% | +2.7% |
| 3M | -0.5% | -2.3% | +1.8% | -0.6% |
| 6M | -2.1% | +1.5% | -3.6% | -2.0% |
| YTD | -2.4% | +12.0% | -14.5% | -1.8% |
| 1Y | -3.3% | +12.9% | -16.2% | -2.6% |
| 3Y | +8.7% | +74.9% | -66.2% | +13.1% |
| 5Y | -16.9% | +59.9% | -76.8% | -14.8% |
| 10Y | +1.5% | +224.6% | -223.1% | +13.4% |
| All | +1.5% | +224.4% | -222.8% | +13.4% |
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