-63.1%
GSM vs VT
+53.4%
-116.5%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +0.8% |
| 7D | -33.7% | -2.3% | -31.4% | -31.4% |
| 30D | -40.7% | -5.0% | -35.8% | -35.8% |
| 3M | -37.8% | -4.9% | -32.9% | -32.6% |
| 6M | -45.5% | -1.5% | -43.9% | -44.1% |
| YTD | -44.2% | +8.5% | -52.7% | -51.0% |
| 1Y | -37.3% | +11.4% | -48.6% | -47.3% |
| 3Y | -41.4% | +70.1% | -111.5% | -76.5% |
| All | -63.1% | +53.4% | -116.5% | -78.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling