+285.5%
GVIP vs VT
+213.3%
+72.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -4.1% | -1.4% | -0.8% |
| 7D | -7.9% | -4.2% | -3.7% | -3.1% |
| 30D | -13.2% | -5.8% | -7.4% | -6.8% |
| 3M | -13.2% | -5.2% | -7.9% | -7.4% |
| 6M | -11.4% | +0.1% | -11.6% | -10.9% |
| YTD | -2.0% | +8.2% | -10.3% | -9.8% |
| 1Y | -1.2% | +10.1% | -11.3% | -10.7% |
| 3Y | +75.9% | +69.7% | +6.3% | -1.9% |
| 5Y | +46.7% | +53.4% | -6.6% | -7.6% |
| All | +285.5% | +213.3% | +72.2% | +15.7% |
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 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