-93.8%
GTM vs VT
+66.2%
-160.0%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.3% | +0.3% |
| 7D | -1.7% | +0.4% | -2.1% | -2.4% |
| 30D | +12.8% | +1.0% | +11.9% | +11.0% |
| 3M | +36.3% | +2.4% | +33.9% | +29.2% |
| 6M | -33.8% | +12.0% | -45.8% | -47.0% |
| YTD | -59.4% | +15.3% | -74.7% | -69.2% |
| 1Y | -59.2% | +22.6% | -81.8% | -72.4% |
| 3Y | -77.8% | +74.7% | -152.4% | -92.2% |
| All | -93.8% | +66.2% | -160.0% | -97.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling