+145.3%
GSJY vs VT
+222.7%
-77.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +2.4% | +0.4% | +1.9% | +2.0% |
| 30D | +3.8% | +1.0% | +2.9% | +3.1% |
| 3M | +6.9% | +2.4% | +4.5% | +5.1% |
| 6M | +10.9% | +12.0% | -1.1% | +1.9% |
| YTD | +21.6% | +15.3% | +6.2% | +9.4% |
| 1Y | +29.6% | +22.6% | +7.0% | +11.4% |
| 3Y | +73.2% | +74.7% | -1.5% | +15.3% |
| 5Y | +56.7% | +66.1% | -9.4% | +7.4% |
| All | +145.3% | +222.7% | -77.5% | +7.9% |
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