+0.9%
GXO vs VT
+67.1%
-66.2%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -2.4% |
| 7D | -3.5% | -0.7% | -2.8% | -2.6% |
| 30D | +18.0% | -1.7% | +19.8% | +21.0% |
| 3M | +17.8% | -2.3% | +20.1% | +21.9% |
| 6M | +8.2% | +1.5% | +6.7% | +5.3% |
| YTD | +4.5% | +12.0% | -7.6% | -12.6% |
| 1Y | +5.0% | +12.9% | -7.9% | -13.1% |
| 3Y | +3.0% | +74.9% | -72.0% | -59.1% |
| 5Y | -42.5% | +59.9% | -102.5% | -72.3% |
| All | +0.9% | +67.1% | -66.2% | -54.9% |
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