+11.2%
GTX vs VT
+141.8%
-130.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.1% | +0.2% |
| 7D | -0.4% | -0.1% | -0.3% | -0.5% |
| 30D | -21.2% | -3.1% | -18.1% | -18.5% |
| 3M | -28.5% | -3.5% | -25.0% | -25.7% |
| 6M | -28.3% | +0.5% | -28.8% | -28.3% |
| YTD | +19.8% | +10.8% | +9.0% | +9.1% |
| 1Y | +19.8% | +11.9% | +7.9% | +8.1% |
| 3Y | +190.2% | +73.0% | +117.2% | +69.5% |
| 5Y | +189.8% | +58.6% | +131.2% | +83.1% |
| All | +11.2% | +141.8% | -130.6% | -58.1% |
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