+151.7%
GSSC vs VT
+189.4%
-37.7%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.4% | +0.4% |
| 7D | +0.1% | +0.4% | -0.3% | -0.4% |
| 30D | -1.7% | +1.0% | -2.7% | -2.7% |
| 3M | +4.2% | +2.4% | +1.8% | +1.4% |
| 6M | +15.3% | +12.0% | +3.3% | +2.0% |
| YTD | +20.1% | +15.3% | +4.8% | +3.0% |
| 1Y | +22.5% | +22.6% | -0.1% | -1.5% |
| 3Y | +57.8% | +74.7% | -16.9% | -12.0% |
| 5Y | +47.8% | +66.1% | -18.3% | -12.9% |
| All | +151.7% | +189.4% | -37.7% | -11.8% |
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