-100.0%
GWAV vs VT
+222.7%
-322.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.6% | -3.2% | -3.5% |
| 7D | -2.4% | +2.9% | -5.3% | -4.0% |
| 30D | -22.8% | -2.5% | -20.3% | -21.7% |
| 3M | -52.2% | -3.3% | -48.8% | -51.3% |
| 6M | -46.8% | +1.5% | -48.3% | -47.3% |
| YTD | -61.8% | +11.4% | -73.2% | -64.1% |
| 1Y | -71.1% | +11.9% | -83.0% | -72.9% |
| 3Y | -100.0% | +73.9% | -173.9% | -100.0% |
| 5Y | -100.0% | +57.9% | -157.9% | -100.0% |
| All | -100.0% | +222.7% | -322.7% | -100.0% |
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