-61.5%
GTIM vs VT
+223.7%
-285.2%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.8% | -1.2% |
| 7D | -6.0% | +0.4% | -6.4% | -6.3% |
| 30D | -14.4% | -2.6% | -11.8% | -12.7% |
| 3M | -15.0% | -3.2% | -11.7% | -12.8% |
| 6M | -0.8% | +0.9% | -1.7% | -2.0% |
| YTD | +3.3% | +11.3% | -8.0% | -5.9% |
| 1Y | -6.0% | +14.0% | -20.0% | -16.2% |
| 3Y | -50.0% | +75.8% | -125.8% | -69.2% |
| 5Y | -75.4% | +57.8% | -133.2% | -83.5% |
| 10Y | -61.5% | +219.8% | -281.3% | -88.7% |
| All | -61.5% | +223.7% | -285.2% | -88.7% |
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