+144.1%
GSG vs VT
+224.5%
-80.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +4.3% | +0.4% | +3.9% | +4.1% |
| 30D | +14.0% | +1.0% | +13.0% | +13.5% |
| 3M | +7.5% | +2.4% | +5.2% | +6.3% |
| 6M | +25.8% | +12.0% | +13.8% | +19.2% |
| YTD | +51.0% | +15.3% | +35.7% | +41.2% |
| 1Y | +53.1% | +22.6% | +30.5% | +39.2% |
| 3Y | +58.2% | +74.7% | -16.4% | +20.9% |
| 5Y | +116.9% | +66.1% | +50.7% | +68.5% |
| All | +144.1% | +224.5% | -80.4% | +35.4% |
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 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