-84.1%
GYRE vs VT
+224.4%
-308.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | -0.8% |
| 7D | -4.1% | -0.7% | -3.4% | -3.0% |
| 30D | -38.0% | -1.7% | -36.2% | -35.8% |
| 3M | -35.8% | -2.3% | -33.5% | -33.1% |
| 6M | -39.9% | +1.5% | -41.4% | -40.6% |
| YTD | -39.7% | +12.0% | -51.7% | -47.1% |
| 1Y | -46.8% | +12.9% | -59.7% | -53.8% |
| 3Y | -51.0% | +74.9% | -126.0% | -74.7% |
| 5Y | -40.6% | +59.9% | -100.6% | -66.9% |
| 10Y | -84.1% | +224.6% | -308.7% | -98.0% |
| All | -84.1% | +224.4% | -308.4% | -98.0% |
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