+9.0%
GTOP vs VT
+8.5%
+0.5%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -4.1% | -2.5% | -0.5% |
| 7D | -10.3% | -4.2% | -6.1% | -4.3% |
| 30D | -17.9% | -5.8% | -12.1% | -10.2% |
| 3M | -11.7% | -5.2% | -6.5% | -4.2% |
| 6M | -1.2% | +0.1% | -1.4% | -0.2% |
| YTD | +10.4% | +8.2% | +2.1% | -0.2% |
| All | +9.0% | +8.5% | +0.5% | -2.5% |
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 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