-78.1%
GT vs VT
+224.5%
-302.6%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | 0.0% | +2.3% | +2.3% |
| 7D | -1.6% | +0.4% | -2.0% | -2.2% |
| 30D | -9.9% | +1.0% | -10.9% | -11.2% |
| 3M | +10.4% | +2.4% | +8.0% | +6.1% |
| 6M | -21.9% | +12.0% | -33.9% | -34.5% |
| YTD | -28.7% | +15.3% | -44.0% | -42.8% |
| 1Y | -25.8% | +22.6% | -48.4% | -45.9% |
| 3Y | -53.3% | +74.7% | -127.9% | -80.1% |
| 5Y | -61.7% | +66.1% | -127.8% | -81.3% |
| All | -78.1% | +224.5% | -302.6% | -95.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling