+205.2%
GSL vs VT
+74.4%
+130.7%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.1% | +3.0% |
| 7D | +5.0% | -0.1% | +5.1% | +5.1% |
| 30D | -5.1% | -3.1% | -2.1% | -2.5% |
| 3M | +2.5% | -3.5% | +6.0% | +5.6% |
| 6M | +3.0% | +0.5% | +2.6% | +2.0% |
| YTD | +26.4% | +10.8% | +15.6% | +14.3% |
| 1Y | +30.1% | +11.9% | +18.3% | +16.5% |
| 3Y | +205.2% | +73.0% | +132.2% | +76.2% |
| All | +205.2% | +74.4% | +130.7% | +76.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling