+223.5%
GUT vs VT
+345.0%
-121.5%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.1% | +4.3% | +2.4% |
| 7D | +2.3% | -4.2% | +6.4% | +4.6% |
| 30D | -6.3% | -5.8% | -0.5% | -3.4% |
| 3M | -13.1% | -5.2% | -7.9% | -10.8% |
| 6M | -8.2% | +0.1% | -8.3% | -8.7% |
| YTD | -3.1% | +8.2% | -11.3% | -7.8% |
| 1Y | -1.8% | +10.1% | -11.9% | -7.5% |
| 3Y | +23.6% | +69.7% | -46.1% | -9.2% |
| 5Y | +9.0% | +53.4% | -44.4% | -16.4% |
| 10Y | +109.1% | +219.2% | -110.1% | +3.6% |
| All | +223.5% | +345.0% | -121.5% | +0.7% |
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