-89.7%
GTM vs VT
+133.6%
-223.2%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.3% | -3.9% |
| 7D | -18.6% | +0.4% | -18.9% | -18.3% |
| 30D | -9.5% | -2.6% | -6.9% | -4.8% |
| 3M | -16.0% | -3.2% | -12.8% | -10.9% |
| 6M | -45.0% | +0.9% | -45.9% | -46.0% |
| YTD | -65.5% | +11.3% | -76.8% | -71.5% |
| 1Y | -66.8% | +14.0% | -80.8% | -73.7% |
| 3Y | -72.1% | +75.8% | -148.0% | -89.2% |
| 5Y | -95.3% | +57.8% | -153.1% | -97.7% |
| All | -89.7% | +133.6% | -223.2% | -96.5% |
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