+1,665.1%
GSBC vs VT
+363.9%
+1,301.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +0.1% |
| 7D | +1.6% | -0.3% | +1.9% | +1.8% |
| 30D | +4.2% | -1.4% | +5.6% | +5.4% |
| 3M | +1.5% | -1.4% | +2.9% | +2.5% |
| 6M | +21.8% | +5.5% | +16.4% | +15.5% |
| YTD | +36.9% | +12.8% | +24.1% | +22.0% |
| 1Y | +51.6% | +15.4% | +36.2% | +32.3% |
| 3Y | +71.3% | +76.9% | -5.6% | +3.1% |
| 5Y | +67.4% | +60.4% | +7.0% | +7.8% |
| 10Y | +178.0% | +232.8% | -54.8% | -4.6% |
| All | +1,665.1% | +363.9% | +1,301.2% | +503.2% |
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