+99.7%
GVAL vs VT
+236.0%
-136.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.1% | +2.0% | +1.6% |
| 7D | -1.9% | -4.2% | +2.3% | +1.9% |
| 30D | -6.9% | -5.8% | -1.1% | -1.8% |
| 3M | -4.3% | -5.2% | +1.0% | +0.4% |
| 6M | +4.5% | +0.1% | +4.4% | +4.3% |
| YTD | +16.7% | +8.2% | +8.4% | +8.7% |
| 1Y | +23.0% | +10.1% | +12.8% | +12.8% |
| 3Y | +101.6% | +69.7% | +31.9% | +24.4% |
| 5Y | +84.8% | +53.4% | +31.4% | +24.4% |
| 10Y | +154.4% | +219.2% | -64.9% | -15.8% |
| All | +99.7% | +236.0% | -136.3% | -35.7% |
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