+169.0%
GWX vs VT
+355.4%
-186.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.2% | +0.2% |
| 7D | -0.3% | -0.1% | -0.2% | -0.2% |
| 30D | -4.2% | -3.1% | -1.2% | -1.5% |
| 3M | -4.5% | -3.5% | -1.0% | -1.4% |
| 6M | -6.0% | +0.5% | -6.5% | -6.3% |
| YTD | +8.0% | +10.8% | -2.8% | -1.3% |
| 1Y | +12.5% | +11.9% | +0.6% | +1.9% |
| 3Y | +64.6% | +73.0% | -8.4% | +0.2% |
| 5Y | +28.9% | +58.6% | -29.7% | -15.3% |
| 10Y | +101.9% | +219.2% | -117.3% | -29.6% |
| All | +169.0% | +355.4% | -186.5% | -34.6% |
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