+97.2%
GD vs VO
+42.6%
+54.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.7% |
| 7D | -5.3% | -0.3% | -5.0% | -5.1% |
| 30D | -6.4% | -0.3% | -6.1% | -6.3% |
| 3M | +5.7% | +2.9% | +2.8% | +3.9% |
| 6M | -0.9% | +9.3% | -10.3% | -6.0% |
| YTD | +8.2% | +14.2% | -6.0% | +0.1% |
| 1Y | +13.4% | +15.3% | -1.8% | +4.5% |
| 3Y | +68.5% | +56.2% | +12.2% | +31.5% |
| All | +97.2% | +42.6% | +54.6% | +55.8% |
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