-83.1%
GT vs VT
+215.5%
-298.6%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.3% | -2.4% |
| 7D | +1.6% | -2.3% | +3.9% | +5.0% |
| 30D | -7.0% | -5.0% | -2.1% | +0.1% |
| 3M | -35.5% | -4.9% | -30.6% | -30.7% |
| 6M | -40.3% | -1.5% | -38.7% | -39.4% |
| YTD | -50.2% | +8.5% | -58.7% | -56.4% |
| 1Y | -44.2% | +11.4% | -55.5% | -53.0% |
| 3Y | -65.1% | +70.1% | -135.2% | -84.6% |
| 5Y | -81.9% | +53.7% | -135.7% | -90.2% |
| All | -83.1% | +215.5% | -298.6% | -96.4% |
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