+109.3%
GUT vs VT
+221.8%
-112.5%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.2% |
| 7D | -0.2% | +2.4% | -2.5% | -1.4% |
| 30D | -8.7% | -1.5% | -7.2% | -8.1% |
| 3M | -16.7% | -4.1% | -12.6% | -15.0% |
| 6M | -12.6% | +0.6% | -13.1% | -13.2% |
| YTD | -5.4% | +11.0% | -16.5% | -11.4% |
| 1Y | -5.6% | +13.3% | -18.9% | -12.6% |
| 3Y | +30.5% | +73.4% | -42.9% | -6.4% |
| 5Y | +5.6% | +57.4% | -51.8% | -20.5% |
| All | +109.3% | +221.8% | -112.5% | -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