-58.7%
GTIM vs VT
+215.5%
-274.2%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.6% | -2.5% |
| 7D | -3.9% | -2.3% | -1.6% | -2.1% |
| 30D | -16.2% | -5.0% | -11.3% | -12.9% |
| 3M | -12.7% | -4.9% | -7.8% | -9.2% |
| 6M | -4.6% | -1.5% | -3.1% | -3.9% |
| YTD | +2.5% | +8.5% | -6.0% | -4.7% |
| 1Y | -4.6% | +11.4% | -16.0% | -13.3% |
| 3Y | -53.4% | +70.1% | -123.5% | -70.5% |
| 5Y | -74.7% | +53.7% | -128.5% | -82.7% |
| All | -58.7% | +215.5% | -274.2% | -88.6% |
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