+389.6%
GVA vs VT
+374.2%
+15.4%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.1% | -0.1% |
| 7D | -2.6% | +0.4% | -3.1% | -3.1% |
| 30D | -3.3% | +1.0% | -4.2% | -4.2% |
| 3M | -15.7% | +2.4% | -18.0% | -18.0% |
| 6M | -9.8% | +12.0% | -21.8% | -20.4% |
| YTD | +3.6% | +15.3% | -11.7% | -11.5% |
| 1Y | +10.6% | +22.6% | -12.0% | -11.8% |
| 3Y | +187.6% | +74.7% | +112.9% | +55.6% |
| 5Y | +206.7% | +66.1% | +140.6% | +73.3% |
| 10Y | +176.4% | +225.0% | -48.6% | -22.4% |
| All | +389.6% | +374.2% | +15.4% | +4.1% |
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