+56.2%
GD vs VIG
+67.2%
-11.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +2.7% | +3.5% | -0.8% | -0.2% |
| 30D | +8.6% | +4.9% | +3.7% | +4.3% |
| 3M | -7.1% | +2.5% | -9.6% | -9.0% |
| 6M | +7.5% | +11.0% | -3.6% | -1.5% |
| YTD | +9.9% | +16.0% | -6.1% | -2.8% |
| 1Y | +7.6% | +17.5% | -10.0% | -6.0% |
| 3Y | +56.2% | +67.0% | -10.8% | +8.0% |
| All | +56.2% | +67.2% | -11.0% | +8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 3y: compounded portfolio wealth divided by compounded VIG 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…
3y analysis · Full analysis span regression · 6 months rolling