-66.8%
GTE vs VT
+221.4%
-288.2%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +2.1% |
| 7D | -1.0% | +1.0% | -2.0% | -2.4% |
| 30D | +14.3% | -0.2% | +14.5% | +14.5% |
| 3M | +34.6% | +4.5% | +30.0% | +24.4% |
| 6M | +30.1% | +14.1% | +16.1% | +3.4% |
| YTD | +141.5% | +14.8% | +126.7% | +90.2% |
| 1Y | +168.1% | +21.2% | +146.9% | +93.8% |
| 3Y | +61.8% | +76.6% | -14.8% | -33.6% |
| 5Y | +86.2% | +66.6% | +19.6% | -16.1% |
| 10Y | -66.8% | +222.3% | -289.0% | -94.4% |
| All | -66.8% | +221.4% | -288.2% | -94.4% |
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