+35.6%
GTES vs VT
+133.5%
-97.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.2% |
| 7D | +2.1% | -0.1% | +2.3% | +2.3% |
| 30D | -5.9% | -3.1% | -2.9% | -1.8% |
| 3M | -11.7% | -3.5% | -8.2% | -7.2% |
| 6M | -3.8% | +0.5% | -4.3% | -3.7% |
| YTD | +16.9% | +10.8% | +6.1% | +3.6% |
| 1Y | +13.3% | +11.9% | +1.4% | -0.7% |
| 3Y | +120.7% | +73.0% | +47.7% | +14.7% |
| 5Y | +46.0% | +58.6% | -12.7% | -15.0% |
| All | +35.6% | +133.5% | -97.9% | -50.7% |
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