-83.2%
GYRE vs VT
+221.8%
-304.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.6% |
| 7D | -9.5% | +2.4% | -11.8% | -12.3% |
| 30D | -33.4% | -1.5% | -31.9% | -31.3% |
| 3M | -34.1% | -4.1% | -30.0% | -29.6% |
| 6M | -40.8% | +0.6% | -41.4% | -40.7% |
| YTD | -39.0% | +11.0% | -50.0% | -45.9% |
| 1Y | -46.7% | +13.3% | -60.0% | -54.0% |
| 3Y | -52.1% | +73.4% | -125.5% | -74.9% |
| 5Y | +3.3% | +57.4% | -54.2% | -40.8% |
| All | -83.2% | +221.8% | -304.9% | -97.8% |
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