+93.8%
GD vs VMC
+42.5%
+51.4%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.3% | -0.4% |
| 7D | -5.0% | +0.5% | -5.5% | -5.2% |
| 30D | +8.9% | +15.8% | -6.9% | +4.3% |
| 3M | -8.0% | +0.6% | -8.6% | -8.4% |
| 6M | +2.9% | -4.0% | +6.9% | +3.4% |
| YTD | +7.1% | -0.3% | +7.4% | +6.0% |
| 1Y | +5.9% | -0.5% | +6.4% | +5.0% |
| 3Y | +53.9% | +39.6% | +14.3% | +35.5% |
| All | +93.8% | +42.5% | +51.4% | +65.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling