+493.8%
GTY vs VT
+374.2%
+119.6%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.3% | -0.4% |
| 7D | -1.0% | +0.4% | -1.5% | -1.4% |
| 30D | -3.0% | +1.0% | -3.9% | -3.8% |
| 3M | +2.4% | +2.4% | 0.0% | -0.3% |
| 6M | +0.2% | +12.0% | -11.8% | -10.3% |
| YTD | +22.4% | +15.3% | +7.1% | +6.3% |
| 1Y | +21.2% | +22.6% | -1.4% | -0.7% |
| 3Y | +30.5% | +74.7% | -44.2% | -24.5% |
| 5Y | +38.1% | +66.1% | -28.0% | -17.9% |
| 10Y | +135.1% | +225.0% | -89.9% | -24.3% |
| All | +493.8% | +374.2% | +119.6% | +34.3% |
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