+116.6%
GTY vs VT
+215.5%
-99.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.8% |
| 7D | +2.0% | -2.3% | +4.3% | +3.9% |
| 30D | +3.7% | -5.0% | +8.6% | +7.9% |
| 3M | -12.6% | -4.9% | -7.8% | -9.2% |
| 6M | -10.9% | -1.5% | -9.4% | -10.7% |
| YTD | +9.3% | +8.5% | +0.8% | -0.1% |
| 1Y | +13.1% | +11.4% | +1.8% | +0.7% |
| 3Y | +23.0% | +70.1% | -47.1% | -29.1% |
| 5Y | +17.1% | +53.7% | -36.6% | -25.7% |
| All | +116.6% | +215.5% | -99.0% | -30.0% |
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