+1,198.9%
GD vs VO
+831.6%
+367.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.9% | -3.4% | -3.2% |
| 7D | +3.0% | +1.0% | +2.0% | +2.2% |
| 30D | +10.5% | +2.6% | +7.9% | +8.4% |
| 3M | -5.0% | -0.3% | -4.7% | -4.9% |
| 6M | +5.5% | +7.6% | -2.1% | -0.2% |
| YTD | +10.3% | +14.7% | -4.4% | -0.5% |
| 1Y | +8.2% | +16.4% | -8.3% | -3.5% |
| 3Y | +59.0% | +66.2% | -7.2% | +8.4% |
| 5Y | +104.3% | +39.1% | +65.2% | +55.5% |
| 10Y | +202.4% | +212.9% | -10.5% | +25.4% |
| All | +1,198.9% | +831.6% | +367.3% | +156.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling