-83.3%
GTEC vs VT
+74.1%
-157.4%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.6% | -5.9% | -5.9% |
| 7D | -15.0% | +0.4% | -15.4% | -15.3% |
| 30D | -35.6% | -2.6% | -33.0% | -33.9% |
| 3M | -8.4% | -3.2% | -5.1% | -5.2% |
| 6M | -21.7% | +0.9% | -22.7% | -22.3% |
| YTD | -19.6% | +11.3% | -30.9% | -28.2% |
| 1Y | -50.7% | +14.0% | -64.7% | -57.1% |
| 3Y | -83.3% | +75.8% | -159.1% | -91.6% |
| All | -83.3% | +74.1% | -157.4% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling