+36.8%
GTES vs VT
+134.6%
-97.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.6% | +2.4% | +1.6% |
| 7D | +5.4% | +0.4% | +5.0% | +4.9% |
| 30D | -5.1% | -2.6% | -2.5% | -1.5% |
| 3M | -10.4% | -3.2% | -7.2% | -6.2% |
| 6M | -3.0% | +0.9% | -3.9% | -3.5% |
| YTD | +17.9% | +11.3% | +6.6% | +3.9% |
| 1Y | +14.4% | +14.0% | +0.4% | -2.1% |
| 3Y | +126.4% | +75.8% | +50.5% | +15.2% |
| 5Y | +48.8% | +57.8% | -9.0% | -12.9% |
| All | +36.8% | +134.6% | -97.8% | -50.6% |
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