+113.6%
GTES vs VT
+75.0%
+38.6%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | 0.0% | +3.0% | +3.0% |
| 7D | +0.3% | +0.4% | -0.1% | -0.4% |
| 30D | -11.4% | +1.0% | -12.4% | -12.8% |
| 3M | -0.6% | +2.4% | -3.0% | -4.1% |
| 6M | -1.1% | +12.0% | -13.1% | -16.6% |
| YTD | +20.9% | +15.3% | +5.5% | -2.8% |
| 1Y | +0.1% | +22.6% | -22.5% | -26.6% |
| All | +113.6% | +75.0% | +38.6% | -2.0% |
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