-100.0%
GOVX vs VT
+123.1%
-223.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -22.0% | -0.5% | -21.6% | -21.3% |
| 7D | -32.0% | -0.1% | -31.9% | -32.1% |
| 30D | -60.3% | -3.1% | -57.3% | -58.1% |
| 3M | -85.2% | -3.5% | -81.7% | -84.4% |
| 6M | -93.3% | +0.5% | -93.8% | -93.3% |
| YTD | -97.4% | +10.8% | -108.2% | -97.8% |
| 1Y | -99.1% | +11.9% | -111.0% | -99.3% |
| 3Y | -99.9% | +73.0% | -172.9% | -100.0% |
| 5Y | -100.0% | +58.6% | -158.6% | -100.0% |
| All | -100.0% | +123.1% | -223.1% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling