-99.7%
GP vs VT
+112.9%
-212.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -22.4% | +1.7% | -24.1% | -25.7% |
| 7D | -49.2% | -0.3% | -48.9% | -49.2% |
| 30D | -76.5% | -1.4% | -75.0% | -75.9% |
| 3M | -91.2% | -1.4% | -89.9% | -91.0% |
| 6M | -86.7% | +5.5% | -92.2% | -88.1% |
| YTD | -15.3% | +12.8% | -28.1% | -32.8% |
| 1Y | -72.1% | +15.4% | -87.5% | -78.7% |
| 3Y | -97.8% | +76.9% | -174.7% | -99.3% |
| 5Y | -99.5% | +60.4% | -159.9% | -99.8% |
| All | -99.7% | +112.9% | -212.6% | -99.9% |
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