-57.0%
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 | +1.2% | +0.2% | +1.0% | +0.8% |
| 7D | -33.7% | -2.3% | -31.4% | -31.5% |
| 30D | -40.7% | -5.0% | -35.8% | -36.2% |
| 3M | -37.8% | -4.9% | -32.9% | -33.0% |
| 6M | -45.5% | -1.5% | -43.9% | -44.2% |
| YTD | -44.2% | +8.5% | -52.7% | -50.5% |
| 1Y | -37.3% | +11.4% | -48.6% | -46.5% |
| 3Y | -41.4% | +70.1% | -111.5% | -73.3% |
| 5Y | -61.5% | +53.7% | -115.3% | -78.4% |
| 10Y | -69.8% | +220.0% | -289.8% | -93.5% |
| All | -57.0% | +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