+37.8%
GXC vs VT
+221.4%
-183.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.0% |
| 7D | -0.6% | +1.0% | -1.6% | -1.6% |
| 30D | -3.1% | -0.2% | -2.9% | -3.0% |
| 3M | 0.0% | +4.5% | -4.6% | -4.2% |
| 6M | -4.8% | +14.1% | -18.8% | -15.9% |
| YTD | -6.7% | +14.8% | -21.4% | -18.0% |
| 1Y | -8.1% | +21.2% | -29.3% | -23.2% |
| 3Y | +35.6% | +76.6% | -41.0% | -20.6% |
| 5Y | -13.8% | +66.6% | -80.4% | -46.8% |
| 10Y | +37.8% | +222.3% | -184.4% | -56.6% |
| All | +37.8% | +221.4% | -183.6% | -56.6% |
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 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