+165.2%
GD vs VMC
+125.2%
+40.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.3% |
| 7D | +2.7% | -1.3% | +3.9% | +3.1% |
| 30D | +8.6% | +15.5% | -6.9% | +3.4% |
| 3M | -7.1% | +0.6% | -7.6% | -7.5% |
| 6M | +7.5% | +2.1% | +5.4% | +5.8% |
| YTD | +9.9% | -1.6% | +11.5% | +9.1% |
| 1Y | +7.6% | -1.2% | +8.7% | +6.6% |
| 3Y | +56.2% | +35.3% | +20.9% | +36.8% |
| 5Y | +100.6% | +43.6% | +57.0% | +68.5% |
| All | +165.2% | +125.2% | +40.0% | +77.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 10y: compounded portfolio wealth divided by compounded VMC 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…
10y analysis · Full analysis span regression · 6 months rolling