-57.1%
GSM vs VT
+475.0%
-532.1%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.6% |
| 7D | -33.8% | -2.3% | -31.5% | -31.7% |
| 30D | -40.9% | -5.0% | -35.9% | -36.3% |
| 3M | -37.9% | -4.9% | -33.0% | -33.1% |
| 6M | -45.6% | -1.5% | -44.0% | -44.3% |
| YTD | -44.3% | +8.5% | -52.8% | -50.6% |
| 1Y | -37.4% | +11.4% | -48.8% | -46.6% |
| 3Y | -41.5% | +70.1% | -111.6% | -73.3% |
| 5Y | -61.6% | +53.7% | -115.3% | -78.5% |
| 10Y | -69.9% | +220.0% | -289.8% | -93.5% |
| All | -57.1% | +475.0% | -532.1% | -95.5% |
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