-100.0%
GOVX vs VT
+124.2%
-224.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | +2.6% | -12.1% | -13.6% |
| 7D | -12.3% | +0.4% | -12.6% | -13.2% |
| 30D | -49.1% | -2.6% | -46.5% | -46.8% |
| 3M | -81.4% | -3.2% | -78.2% | -80.5% |
| 6M | -91.4% | +0.9% | -92.4% | -91.5% |
| YTD | -96.7% | +11.3% | -108.0% | -97.2% |
| 1Y | -98.9% | +14.0% | -112.9% | -99.1% |
| 3Y | -99.9% | +75.8% | -175.8% | -100.0% |
| 5Y | -100.0% | +57.8% | -157.8% | -100.0% |
| All | -100.0% | +124.2% | -224.2% | -100.0% |
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