+8.4%
GSLC vs VT
+10.7%
-2.2%
-9.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.1% | 0.0% | -0.6% |
| 7D | -4.2% | -4.2% | 0.0% | -0.6% |
| 30D | -5.0% | -5.8% | +0.8% | -0.1% |
| 3M | -3.9% | -5.2% | +1.4% | +0.6% |
| 6M | +2.5% | +0.1% | +2.4% | +2.3% |
| YTD | +7.2% | +8.2% | -1.0% | -0.4% |
| 1Y | +8.4% | +10.1% | -1.7% | -1.1% |
| All | +8.4% | +10.7% | -2.2% | -1.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling