-21.9%
GSM vs VT
+511.4%
-533.2%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.1% | +3.1% |
| 7D | +14.7% | +0.4% | +14.3% | +14.1% |
| 30D | +12.5% | +1.0% | +11.6% | +11.1% |
| 3M | +14.3% | +2.4% | +12.0% | +10.4% |
| 6M | -8.4% | +12.0% | -20.4% | -22.4% |
| YTD | +1.4% | +15.3% | -13.9% | -17.6% |
| 1Y | +13.3% | +22.6% | -9.3% | -15.5% |
| 3Y | -10.5% | +74.7% | -85.1% | -60.6% |
| 5Y | -48.5% | +66.1% | -114.6% | -74.1% |
| 10Y | -41.4% | +225.0% | -266.4% | -87.7% |
| All | -21.9% | +511.4% | -533.2% | -92.5% |
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