+176.5%
GSEW vs VT
+176.6%
0.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -0.4% | +0.4% | -0.8% | -0.8% |
| 30D | +0.3% | +1.0% | -0.7% | -0.7% |
| 3M | +4.1% | +2.4% | +1.7% | +1.4% |
| 6M | +9.9% | +12.0% | -2.1% | -2.5% |
| YTD | +15.1% | +15.3% | -0.2% | -0.9% |
| 1Y | +17.5% | +22.6% | -5.1% | -5.0% |
| 3Y | +61.7% | +74.7% | -13.0% | -9.6% |
| 5Y | +49.8% | +66.1% | -16.4% | -11.6% |
| All | +176.5% | +176.6% | 0.0% | -1.0% |
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