-99.6%
GP vs VT
+117.6%
-217.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | 0.0% | -5.5% | -5.5% |
| 7D | -32.0% | +0.4% | -32.4% | -32.5% |
| 30D | -43.0% | +1.0% | -43.9% | -43.9% |
| 3M | -24.1% | +2.4% | -26.5% | -26.9% |
| 6M | -23.1% | +12.0% | -35.1% | -37.3% |
| YTD | +9.0% | +15.3% | -6.4% | -15.2% |
| 1Y | -66.5% | +22.6% | -89.1% | -76.6% |
| 3Y | -97.7% | +74.7% | -172.3% | -99.2% |
| 5Y | -99.4% | +66.1% | -165.5% | -99.7% |
| All | -99.6% | +117.6% | -217.2% | -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