-68.7%
GTE vs VT
+217.6%
-286.3%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -0.6% |
| 7D | -7.8% | -0.1% | -7.7% | -7.6% |
| 30D | -10.6% | -3.1% | -7.5% | -6.9% |
| 3M | +5.7% | -3.5% | +9.2% | +10.0% |
| 6M | +3.4% | +0.5% | +2.9% | +0.1% |
| YTD | +123.1% | +10.8% | +112.3% | +83.4% |
| 1Y | +113.1% | +11.9% | +101.2% | +72.0% |
| 3Y | +52.3% | +73.0% | -20.6% | -36.0% |
| 5Y | +14.0% | +58.6% | -44.6% | -45.1% |
| 10Y | -68.7% | +219.2% | -287.9% | -94.6% |
| All | -68.7% | +217.6% | -286.3% | -94.6% |
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