+72.5%
GVUS vs VT
+62.9%
+9.6%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.7% | -0.6% |
| 7D | -0.5% | -2.3% | +1.9% | +1.3% |
| 30D | +2.6% | -5.0% | +7.6% | +6.6% |
| 3M | +0.9% | -4.9% | +5.8% | +4.7% |
| 6M | +10.5% | -1.5% | +12.0% | +11.4% |
| YTD | +23.7% | +8.5% | +15.2% | +15.2% |
| 1Y | +28.7% | +11.4% | +17.3% | +17.3% |
| All | +72.5% | +62.9% | +9.6% | +13.8% |
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 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