+735.7%
GD vs VIG
+633.1%
+102.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.3% | +1.0% | +0.9% |
| 7D | -3.9% | -2.0% | -1.9% | -2.2% |
| 30D | +8.1% | +2.7% | +5.3% | +5.2% |
| 3M | -6.8% | +0.3% | -7.1% | -7.2% |
| 6M | +3.0% | +7.6% | -4.6% | -4.2% |
| YTD | +7.8% | +12.5% | -4.7% | -4.1% |
| 1Y | +5.8% | +14.8% | -9.0% | -7.6% |
| 3Y | +55.3% | +63.2% | -7.9% | -4.3% |
| 5Y | +96.7% | +60.2% | +36.5% | +22.1% |
| 10Y | +195.4% | +262.8% | -67.5% | -18.2% |
| All | +735.7% | +633.1% | +102.6% | +21.1% |
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