-1.4%
GTO price history and return analytics
+57.4%
-58.8%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -0.2% |
| 7D | +0.5% | +0.4% | +0.1% | +0.4% |
| 30D | +2.1% | -2.6% | +4.7% | +2.4% |
| 3M | -0.5% | -3.2% | +2.7% | -0.2% |
| 6M | -1.0% | +0.9% | -1.9% | -1.1% |
| YTD | -0.1% | +11.3% | -11.5% | -1.4% |
| 1Y | +0.3% | +14.0% | -13.7% | -1.1% |
| 3Y | +17.4% | +75.8% | -58.4% | +10.0% |
| 5Y | -1.4% | +57.8% | -59.3% | -9.1% |
| All | -1.4% | +57.4% | -58.8% | -9.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling