+294.7%
GVIP vs VT
+214.0%
+80.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.1% | +2.1% |
| 7D | -2.1% | -2.3% | +0.2% | +0.6% |
| 30D | -10.5% | -5.0% | -5.6% | -4.9% |
| 3M | -10.4% | -4.9% | -5.5% | -4.9% |
| 6M | -11.5% | -1.5% | -9.9% | -9.2% |
| YTD | +0.3% | +8.5% | -8.2% | -7.9% |
| 1Y | +2.6% | +11.4% | -8.7% | -8.4% |
| 3Y | +80.4% | +70.1% | +10.3% | +0.3% |
| 5Y | +50.2% | +53.7% | -3.5% | -5.6% |
| All | +294.7% | +214.0% | +80.6% | +18.1% |
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 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