+103.9%
GVAL vs VT
+250.3%
-146.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.7% | +0.4% | +0.6% |
| 7D | -0.4% | -0.3% | -0.1% | -0.1% |
| 30D | -5.5% | -1.4% | -4.1% | -4.3% |
| 3M | -2.3% | -1.4% | -0.9% | -1.0% |
| 6M | +7.9% | +5.5% | +2.4% | +2.9% |
| YTD | +19.1% | +12.8% | +6.3% | +7.0% |
| 1Y | +26.9% | +15.4% | +11.4% | +11.6% |
| 3Y | +105.8% | +76.9% | +28.9% | +22.4% |
| 5Y | +89.7% | +60.4% | +29.3% | +22.7% |
| 10Y | +159.7% | +232.8% | -73.1% | -17.1% |
| All | +103.9% | +250.3% | -146.4% | -36.7% |
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