+173.4%
GVA vs VT
+221.4%
-48.0%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | +0.4% |
| 7D | +1.0% | +1.0% | 0.0% | -0.2% |
| 30D | -7.2% | -0.2% | -7.0% | -6.9% |
| 3M | -14.8% | +4.5% | -19.3% | -19.0% |
| 6M | -3.3% | +14.1% | -17.3% | -16.7% |
| YTD | +3.4% | +14.8% | -11.3% | -11.4% |
| 1Y | +10.6% | +21.2% | -10.6% | -11.1% |
| 3Y | +206.1% | +76.6% | +129.5% | +61.1% |
| 5Y | +216.0% | +66.6% | +149.4% | +76.9% |
| 10Y | +173.4% | +222.3% | -48.9% | -30.4% |
| All | +173.4% | +221.4% | -48.0% | -30.4% |
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