+99.6%
GXC vs VT
+374.2%
-274.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -0.2% | +0.4% | -0.7% | -0.7% |
| 30D | -0.9% | +1.0% | -1.8% | -2.0% |
| 3M | -1.6% | +2.4% | -4.0% | -4.4% |
| 6M | -3.8% | +12.0% | -15.8% | -15.4% |
| YTD | -5.3% | +15.3% | -20.6% | -19.4% |
| 1Y | -3.9% | +22.6% | -26.4% | -23.5% |
| 3Y | +31.7% | +74.7% | -43.0% | -30.0% |
| 5Y | -11.4% | +66.1% | -77.6% | -50.5% |
| 10Y | +43.5% | +225.0% | -181.5% | -64.2% |
| All | +99.6% | +374.2% | -274.6% | -64.3% |
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