+738.7%
GD vs VIG
+623.5%
+115.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.3% |
| 7D | -5.3% | -0.4% | -4.8% | -4.8% |
| 30D | -6.4% | -1.0% | -5.5% | -5.5% |
| 3M | +5.7% | +2.8% | +2.9% | +3.0% |
| 6M | -0.9% | +8.2% | -9.1% | -8.3% |
| YTD | +8.2% | +11.0% | -2.9% | -2.4% |
| 1Y | +13.4% | +16.1% | -2.7% | -2.0% |
| 3Y | +68.5% | +56.2% | +12.3% | +8.5% |
| 5Y | +97.2% | +63.0% | +34.2% | +20.3% |
| 10Y | +190.2% | +241.4% | -51.2% | -14.6% |
| All | +738.7% | +623.5% | +115.2% | +23.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling