-52.1%
GSG vs VT
+356.1%
-408.2%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.2% | +0.3% |
| 7D | -3.6% | -1.6% | -2.0% | -2.8% |
| 30D | -0.2% | -2.5% | +2.3% | +1.0% |
| 3M | +14.4% | -1.3% | +15.7% | +14.9% |
| 6M | +5.2% | +3.1% | +2.1% | +2.9% |
| YTD | +54.6% | +10.9% | +43.7% | +44.6% |
| 1Y | +52.3% | +12.1% | +40.3% | +41.6% |
| 3Y | +64.6% | +73.9% | -9.3% | +19.4% |
| 5Y | +103.0% | +58.0% | +45.0% | +53.0% |
| 10Y | +150.6% | +225.5% | -74.9% | +22.4% |
| All | -52.1% | +356.1% | -408.2% | -84.1% |
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