+100.5%
GD vs VO
+36.2%
+64.3%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +2.7% | +3.1% | -0.4% | +0.9% |
| 30D | +8.6% | +2.2% | +6.4% | +7.2% |
| 3M | -7.1% | -2.5% | -4.6% | -5.8% |
| 6M | +7.5% | +7.0% | +0.5% | +3.2% |
| YTD | +9.9% | +14.0% | -4.1% | +1.8% |
| 1Y | +7.6% | +15.6% | -8.1% | -1.2% |
| 3Y | +56.2% | +66.2% | -10.0% | +17.8% |
| All | +100.5% | +36.2% | +64.3% | +63.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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