-90.1%
GTEC vs VT
+151.8%
-241.9%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +7.2% | +0.4% | +6.7% | +7.2% |
| 30D | +77.5% | +1.0% | +76.5% | +77.4% |
| 3M | +44.7% | +2.4% | +42.3% | +44.5% |
| 6M | +25.8% | +12.0% | +13.8% | +24.9% |
| YTD | +55.8% | +15.3% | +40.5% | +54.5% |
| 1Y | -28.0% | +22.6% | -50.6% | -28.7% |
| 3Y | -72.2% | +74.7% | -146.8% | -71.6% |
| 5Y | -86.1% | +66.1% | -152.2% | -86.9% |
| All | -90.1% | +151.8% | -241.9% | -83.8% |
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