+704.2%
VTI vs GM
+230.2%
+473.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.0% |
| 7D | -0.9% | -2.4% | +1.5% | -0.2% |
| 30D | -1.4% | -1.1% | -0.3% | -1.2% |
| 3M | +3.6% | +6.1% | -2.5% | +1.3% |
| 6M | +13.6% | +15.0% | -1.4% | +8.0% |
| YTD | +12.9% | +6.0% | +6.9% | +9.7% |
| 1Y | +17.2% | +47.1% | -29.9% | +2.0% |
| 3Y | +75.7% | +170.5% | -94.8% | +21.2% |
| 5Y | +75.4% | +80.5% | -5.1% | +33.5% |
| 10Y | +303.3% | +238.7% | +64.6% | +124.0% |
| All | +704.2% | +230.2% | +473.9% | +313.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 all: compounded portfolio wealth divided by compounded GM 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…
all analysis · Full analysis span regression · 6 months rolling