-95.3%
GTM vs VT
+53.2%
-148.5%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | -4.1% | -14.1% | -11.1% |
| 7D | -22.2% | -4.2% | -18.0% | -15.3% |
| 30D | -4.5% | -5.8% | +1.3% | +7.0% |
| 3M | -4.8% | -5.2% | +0.5% | +5.3% |
| 6M | -46.9% | +0.1% | -47.0% | -47.5% |
| YTD | -65.7% | +8.2% | -74.0% | -70.8% |
| 1Y | -68.9% | +10.1% | -79.1% | -74.4% |
| 3Y | -74.4% | +69.7% | -144.1% | -90.7% |
| 5Y | -95.3% | +53.4% | -148.6% | -97.4% |
| All | -95.3% | +53.2% | -148.5% | -97.4% |
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