-83.7%
GYRE vs VT
+222.7%
-306.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | 0.0% | +6.5% | +6.5% |
| 7D | +4.1% | +0.4% | +3.6% | +3.5% |
| 30D | +10.1% | +1.0% | +9.1% | +8.8% |
| 3M | +10.8% | +2.4% | +8.4% | +7.3% |
| 6M | -17.1% | +12.0% | -29.2% | -28.3% |
| YTD | -2.8% | +15.3% | -18.2% | -18.9% |
| 1Y | -9.5% | +22.6% | -32.1% | -30.3% |
| 3Y | +1.6% | +74.7% | -73.0% | -48.0% |
| 5Y | -37.4% | +66.1% | -103.6% | -67.0% |
| All | -83.7% | +222.7% | -306.5% | -96.9% |
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