-81.9%
GYRE vs VT
+215.5%
-297.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.7% | +0.2% | +18.5% | +18.4% |
| 7D | +4.4% | -2.3% | +6.7% | +8.0% |
| 30D | -32.4% | -5.0% | -27.4% | -26.8% |
| 3M | -25.6% | -4.9% | -20.7% | -19.5% |
| 6M | -40.8% | -1.5% | -39.3% | -38.8% |
| YTD | -32.6% | +8.5% | -41.1% | -38.3% |
| 1Y | -35.1% | +11.4% | -46.5% | -42.5% |
| 3Y | -34.2% | +70.1% | -104.2% | -64.5% |
| 5Y | -36.9% | +53.7% | -90.6% | -62.8% |
| All | -81.9% | +215.5% | -297.5% | -97.0% |
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