+117.2%
GSPY vs VT
+82.9%
+34.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | -0.1% |
| 7D | -2.5% | -2.3% | -0.2% | -0.3% |
| 30D | -5.1% | -5.0% | -0.1% | -0.2% |
| 3M | -3.2% | -4.9% | +1.6% | +1.6% |
| 6M | +2.7% | -1.5% | +4.2% | +4.1% |
| YTD | +10.9% | +8.5% | +2.4% | +2.0% |
| 1Y | +13.8% | +11.4% | +2.5% | +2.0% |
| 3Y | +76.8% | +70.1% | +6.7% | +4.7% |
| 5Y | +72.9% | +53.7% | +19.2% | +11.9% |
| All | +117.2% | +82.9% | +34.4% | +19.8% |
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