-100.0%
GOVX vs VT
+66.2%
-166.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.6% | -2.3% |
| 7D | -22.8% | +1.0% | -23.8% | -24.3% |
| 30D | -39.2% | -0.2% | -39.0% | -39.1% |
| 3M | -65.1% | +4.5% | -69.6% | -67.6% |
| 6M | -73.9% | +14.1% | -87.9% | -78.9% |
| YTD | -89.1% | +14.8% | -103.8% | -91.3% |
| 1Y | -97.3% | +21.2% | -118.5% | -98.0% |
| 3Y | -99.8% | +76.6% | -176.4% | -99.9% |
| 5Y | -100.0% | +66.6% | -166.6% | -100.0% |
| All | -100.0% | +66.2% | -166.2% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling