-87.4%
GTE vs VT
+357.6%
-445.0%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.6% | -0.9% | -1.9% |
| 7D | -6.8% | +0.4% | -7.2% | -7.3% |
| 30D | -9.5% | -2.6% | -6.9% | -6.3% |
| 3M | +6.9% | -3.2% | +10.2% | +11.0% |
| 6M | +4.7% | +0.9% | +3.8% | +0.6% |
| YTD | +125.9% | +11.3% | +114.6% | +84.1% |
| 1Y | +122.3% | +14.0% | +108.3% | +74.4% |
| 3Y | +57.3% | +75.8% | -18.5% | -34.1% |
| 5Y | +12.7% | +57.8% | -45.1% | -44.7% |
| 10Y | -68.7% | +219.8% | -288.5% | -93.7% |
| All | -87.4% | +357.6% | -445.0% | -98.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling