+19,851.2%
GD vs VMC
+3,246.6%
+16,604.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -2.0% |
| 7D | -5.3% | -4.3% | -0.9% | -4.1% |
| 30D | -6.4% | -8.2% | +1.8% | -4.2% |
| 3M | +5.7% | -7.0% | +12.7% | +7.4% |
| 6M | -0.9% | -10.8% | +9.8% | +1.6% |
| YTD | +8.2% | -7.4% | +15.6% | +9.6% |
| 1Y | +13.4% | -9.5% | +22.9% | +15.6% |
| 3Y | +68.5% | +20.5% | +48.0% | +56.5% |
| 5Y | +97.2% | +51.6% | +45.6% | +69.2% |
| 10Y | +190.2% | +150.0% | +40.2% | +108.2% |
| All | +19,851.2% | +3,246.6% | +16,604.6% | +7,740.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling