+177.4%
GD vs VMC
+145.8%
+31.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.4% | -0.1% | +1.5% |
| 7D | -3.0% | +0.1% | -3.2% | -3.2% |
| 30D | +9.3% | +18.3% | -9.0% | +3.2% |
| 3M | -7.2% | +1.9% | -9.1% | -8.0% |
| 6M | +5.5% | +2.4% | +3.0% | +3.8% |
| YTD | +9.5% | +2.1% | +7.4% | +7.4% |
| 1Y | +6.4% | +1.5% | +4.9% | +4.6% |
| 3Y | +59.8% | +41.5% | +18.4% | +37.9% |
| 5Y | +98.0% | +46.4% | +51.6% | +65.2% |
| 10Y | +177.4% | +139.8% | +37.6% | +83.2% |
| All | +177.4% | +145.8% | +31.6% | +83.2% |
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