-81.6%
GYRE vs VT
+223.7%
-305.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.6% | -4.9% | -5.7% |
| 7D | -1.7% | +0.4% | -2.1% | -2.0% |
| 30D | -33.9% | -2.6% | -31.4% | -30.9% |
| 3M | -30.3% | -3.2% | -27.0% | -26.4% |
| 6M | -37.8% | +0.9% | -38.7% | -38.0% |
| YTD | -34.1% | +11.3% | -45.4% | -41.8% |
| 1Y | -35.5% | +14.0% | -49.5% | -44.7% |
| 3Y | -46.8% | +75.8% | -122.6% | -72.6% |
| 5Y | -37.5% | +57.8% | -95.4% | -64.5% |
| 10Y | -81.6% | +219.8% | -301.4% | -97.2% |
| All | -81.6% | +223.7% | -305.3% | -97.2% |
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 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