-58.0%
GTIM vs VT
+217.6%
-275.6%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.2% |
| 7D | -3.1% | -0.1% | -2.9% | -3.0% |
| 30D | -13.7% | -3.1% | -10.6% | -11.6% |
| 3M | -14.3% | -3.5% | -10.8% | -12.0% |
| 6M | 0.0% | +0.5% | -0.5% | -0.9% |
| YTD | +4.1% | +10.8% | -6.6% | -4.8% |
| 1Y | -5.3% | +11.9% | -17.2% | -14.2% |
| 3Y | -49.8% | +73.0% | -122.8% | -68.7% |
| 5Y | -74.9% | +58.6% | -133.5% | -83.3% |
| 10Y | -58.0% | +219.2% | -277.2% | -87.2% |
| All | -58.0% | +217.6% | -275.6% | -87.2% |
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