+21.1%
GSL vs VT
+386.5%
-365.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -1.9% |
| 7D | -5.0% | -0.3% | -4.6% | -4.7% |
| 30D | -12.5% | -1.4% | -11.1% | -11.4% |
| 3M | -6.3% | -1.4% | -4.9% | -5.2% |
| 6M | +4.0% | +5.5% | -1.4% | -1.3% |
| YTD | +19.9% | +12.8% | +7.1% | +7.2% |
| 1Y | +37.9% | +15.4% | +22.5% | +20.9% |
| 3Y | +176.2% | +76.9% | +99.4% | +65.7% |
| 5Y | +138.5% | +60.4% | +78.1% | +56.6% |
| 10Y | +517.0% | +232.8% | +284.2% | +133.7% |
| All | +21.1% | +386.5% | -365.4% | -69.1% |
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