+19,778.3%
GD vs VMC
+3,538.2%
+16,240.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.1% | +1.8% | -1.2% |
| 7D | -3.9% | +1.9% | -5.8% | -4.5% |
| 30D | +8.1% | +14.7% | -6.7% | +3.9% |
| 3M | -6.8% | -0.3% | -6.5% | -6.9% |
| 6M | +3.0% | -1.7% | +4.7% | +2.8% |
| YTD | +7.8% | +0.7% | +7.1% | +6.5% |
| 1Y | +5.8% | +0.9% | +4.9% | +4.5% |
| 3Y | +55.3% | +40.5% | +14.8% | +38.2% |
| 5Y | +96.7% | +51.5% | +45.1% | +68.8% |
| 10Y | +195.4% | +166.5% | +28.8% | +108.0% |
| All | +19,778.3% | +3,538.2% | +16,240.1% | +7,518.4% |
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