+137.7%
GSJY vs VT
+238.8%
-101.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -4.1% | -1.9% | -2.8% |
| 7D | -7.0% | -4.2% | -2.8% | -3.8% |
| 30D | -10.9% | -5.8% | -5.1% | -6.6% |
| 3M | -6.5% | -5.2% | -1.2% | -2.4% |
| 6M | +0.3% | +0.1% | +0.2% | +0.5% |
| YTD | +9.5% | +8.2% | +1.2% | +3.7% |
| 1Y | +11.4% | +10.1% | +1.3% | +4.2% |
| 3Y | +56.1% | +69.7% | -13.6% | +7.2% |
| 5Y | +44.9% | +53.4% | -8.4% | +6.1% |
| 10Y | +122.4% | +219.2% | -96.9% | +1.4% |
| All | +137.7% | +238.8% | -101.1% | +5.4% |
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 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