-87.9%
GTM vs VT
+142.0%
-229.9%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +11.1% |
| 3M | +36.3% | +2.4% | +33.9% | +29.7% |
| 6M | -33.8% | +12.0% | -45.8% | -46.1% |
| YTD | -59.4% | +15.3% | -74.7% | -68.5% |
| 1Y | -59.2% | +22.6% | -81.8% | -71.5% |
| 3Y | -77.8% | +74.7% | -152.4% | -91.3% |
| 5Y | -93.8% | +66.1% | -159.9% | -97.3% |
| All | -87.9% | +142.0% | -229.9% | -96.2% |
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