-66.2%
GTE vs VT
+222.7%
-288.9%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.2% |
| 7D | +2.1% | +2.9% | -0.8% | -1.7% |
| 30D | -9.7% | -2.5% | -7.2% | -6.7% |
| 3M | +2.6% | -3.3% | +5.9% | +6.6% |
| 6M | +4.0% | +1.5% | +2.5% | -0.6% |
| YTD | +126.2% | +11.4% | +114.8% | +84.7% |
| 1Y | +115.5% | +11.9% | +103.6% | +74.1% |
| 3Y | +54.4% | +73.9% | -19.4% | -35.6% |
| 5Y | +7.8% | +57.9% | -50.1% | -47.5% |
| All | -66.2% | +222.7% | -288.9% | -94.0% |
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