+28.1%
GTIP vs VT
+163.5%
-135.5%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +0.1% | +0.4% | -0.4% | +0.1% |
| 30D | 0.0% | +1.0% | -1.0% | -0.1% |
| 3M | -0.9% | +2.4% | -3.3% | -1.0% |
| 6M | -0.6% | +12.0% | -12.6% | -1.1% |
| YTD | +0.7% | +15.3% | -14.6% | +0.1% |
| 1Y | +0.9% | +22.6% | -21.7% | 0.0% |
| 3Y | +12.8% | +74.7% | -61.8% | +10.1% |
| 5Y | +1.7% | +66.1% | -64.5% | -1.2% |
| All | +28.1% | +163.5% | -135.5% | +24.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling