+104.2%
GUT vs VT
+215.5%
-111.4%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.5% | -2.4% |
| 7D | -0.8% | -2.3% | +1.6% | +0.4% |
| 30D | -9.3% | -5.0% | -4.3% | -6.9% |
| 3M | -13.3% | -4.9% | -8.4% | -11.1% |
| 6M | -10.3% | -1.5% | -8.7% | -9.9% |
| YTD | -5.3% | +8.5% | -13.7% | -10.1% |
| 1Y | -4.2% | +11.4% | -15.5% | -10.5% |
| 3Y | +25.6% | +70.1% | -44.5% | -9.0% |
| 5Y | +6.6% | +53.7% | -47.2% | -18.8% |
| All | +104.2% | +215.5% | -111.4% | -4.5% |
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 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