+395.1%
GVA vs VT
+346.0%
+49.1%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.6% |
| 7D | -2.5% | -2.3% | -0.2% | +0.2% |
| 30D | +5.1% | -5.0% | +10.1% | +11.2% |
| 3M | -0.8% | -4.9% | +4.1% | +5.1% |
| 6M | -15.2% | -1.5% | -13.6% | -13.9% |
| YTD | +4.8% | +8.5% | -3.7% | -4.1% |
| 1Y | +21.8% | +11.4% | +10.4% | +8.2% |
| 3Y | +166.8% | +70.1% | +96.8% | +48.5% |
| 5Y | +202.2% | +53.7% | +148.5% | +86.1% |
| 10Y | +194.0% | +220.0% | -26.0% | -16.0% |
| All | +395.1% | +346.0% | +49.1% | +12.8% |
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