-94.9%
GTEC vs VT
+142.4%
-237.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -1.0% |
| 7D | -3.9% | +2.4% | -6.3% | -4.1% |
| 30D | -26.4% | -1.5% | -24.9% | -26.3% |
| 3M | -31.9% | -4.1% | -27.8% | -31.7% |
| 6M | -10.4% | +0.6% | -11.0% | -10.3% |
| YTD | -20.0% | +11.0% | -31.1% | -20.4% |
| 1Y | -57.0% | +13.3% | -70.4% | -57.3% |
| 3Y | -83.3% | +73.4% | -156.7% | -82.9% |
| 5Y | -91.6% | +57.4% | -149.1% | -92.2% |
| All | -94.9% | +142.4% | -237.3% | -91.6% |
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