+12.3%
GTX vs VT
+142.4%
-130.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.3% | -2.6% | -2.6% |
| 7D | +3.7% | +2.4% | +1.4% | +1.2% |
| 30D | -17.6% | -1.5% | -16.1% | -16.3% |
| 3M | -27.0% | -4.1% | -22.9% | -23.6% |
| 6M | -33.0% | +0.6% | -33.6% | -33.1% |
| YTD | +20.9% | +11.0% | +9.9% | +9.9% |
| 1Y | +24.1% | +13.3% | +10.7% | +10.5% |
| 3Y | +195.8% | +73.4% | +122.4% | +72.3% |
| 5Y | +188.7% | +57.4% | +131.3% | +84.1% |
| All | +12.3% | +142.4% | -130.1% | -57.8% |
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