+133.8%
GSJY vs VT
+221.8%
-88.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.6% |
| 7D | +4.3% | +2.4% | +2.0% | +2.5% |
| 30D | -4.5% | -1.5% | -3.0% | -3.2% |
| 3M | -3.6% | -4.1% | +0.5% | -0.2% |
| 6M | -0.1% | +0.6% | -0.7% | -0.3% |
| YTD | +13.8% | +11.0% | +2.7% | +5.6% |
| 1Y | +15.2% | +13.3% | +1.8% | +5.2% |
| 3Y | +66.2% | +73.4% | -7.2% | +11.6% |
| 5Y | +51.2% | +57.4% | -6.3% | +8.0% |
| All | +133.8% | +221.8% | -88.0% | +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 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