+44.1%
GSY vs VT
+345.0%
-300.9%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.1% | +4.1% | +0.1% |
| 7D | +0.2% | -4.2% | +4.4% | +0.3% |
| 30D | +0.5% | -5.8% | +6.3% | +0.6% |
| 3M | +0.9% | -5.2% | +6.1% | +1.0% |
| 6M | +2.0% | +0.1% | +1.8% | +2.0% |
| YTD | +3.2% | +8.2% | -5.0% | +3.1% |
| 1Y | +4.0% | +10.1% | -6.2% | +3.8% |
| 3Y | +16.4% | +69.7% | -53.3% | +15.4% |
| 5Y | +21.5% | +53.4% | -31.9% | +20.6% |
| 10Y | +34.3% | +219.2% | -184.9% | +31.7% |
| All | +44.1% | +345.0% | -300.9% | +38.5% |
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