+68.4%
GSBC vs VT
+69.4%
-0.9%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.1% | +1.6% | +0.7% |
| 7D | -1.6% | -4.2% | +2.6% | +1.7% |
| 30D | +1.9% | -5.8% | +7.7% | +6.7% |
| 3M | -0.6% | -5.2% | +4.6% | +3.5% |
| 6M | +17.2% | +0.1% | +17.1% | +15.8% |
| YTD | +33.5% | +8.2% | +25.3% | +22.3% |
| 1Y | +43.7% | +10.1% | +33.6% | +29.3% |
| All | +68.4% | +69.4% | -0.9% | -23.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling