+189.4%
GWX vs VT
+374.2%
-184.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +0.8% | +0.4% | +0.3% | +0.4% |
| 30D | +3.8% | +1.0% | +2.9% | +3.0% |
| 3M | +3.0% | +2.4% | +0.6% | +0.9% |
| 6M | +6.9% | +12.0% | -5.1% | -3.3% |
| YTD | +16.2% | +15.3% | +0.9% | +2.4% |
| 1Y | +23.6% | +22.6% | +1.0% | +3.1% |
| 3Y | +65.4% | +74.7% | -9.3% | -0.1% |
| 5Y | +33.4% | +66.1% | -32.8% | -16.0% |
| 10Y | +110.8% | +225.0% | -114.2% | -27.6% |
| All | +189.4% | +374.2% | -184.8% | -32.2% |
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