+485.4%
GSL vs VT
+215.5%
+269.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.7% |
| 7D | -6.5% | -2.3% | -4.2% | -4.1% |
| 30D | -12.7% | -5.0% | -7.8% | -7.7% |
| 3M | -7.5% | -4.9% | -2.6% | -2.3% |
| 6M | -3.4% | -1.5% | -1.8% | -2.5% |
| YTD | +16.6% | +8.5% | +8.1% | +5.3% |
| 1Y | +30.9% | +11.4% | +19.5% | +14.7% |
| 3Y | +174.1% | +70.1% | +104.1% | +45.2% |
| 5Y | +141.1% | +53.7% | +87.3% | +44.8% |
| All | +485.4% | +215.5% | +269.8% | +11.3% |
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