-32.5%
GSM vs VT
+75.6%
-108.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.1% | +2.8% | +2.6% |
| 7D | -2.0% | -0.7% | -1.4% | -0.7% |
| 30D | -30.0% | -1.7% | -28.3% | -28.3% |
| 3M | -37.0% | -2.3% | -34.7% | -35.0% |
| 6M | -27.7% | +1.5% | -29.2% | -28.9% |
| YTD | -37.4% | +12.0% | -49.5% | -45.1% |
| 1Y | -21.7% | +12.9% | -34.6% | -31.9% |
| All | -32.5% | +75.6% | -108.1% | -70.7% |
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