+40.0%
GSL vs VT
+397.3%
-357.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.5% | +1.5% |
| 7D | +4.2% | +0.4% | +3.8% | +3.8% |
| 30D | +10.3% | +1.0% | +9.3% | +9.3% |
| 3M | +24.2% | +2.4% | +21.8% | +21.1% |
| 6M | +18.9% | +12.0% | +6.9% | +7.1% |
| YTD | +38.6% | +15.3% | +23.3% | +21.7% |
| 1Y | +60.2% | +22.6% | +37.6% | +33.3% |
| 3Y | +198.0% | +74.7% | +123.4% | +80.8% |
| 5Y | +183.6% | +66.1% | +117.5% | +81.2% |
| 10Y | +387.9% | +225.0% | +162.9% | +87.9% |
| All | +40.0% | +397.3% | -357.3% | -64.9% |
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 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