+202.4%
GD vs VT
+231.8%
-29.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.7% | -4.3% | -3.9% |
| 7D | +3.0% | -0.3% | +3.3% | +3.1% |
| 30D | +10.5% | -1.4% | +12.0% | +11.6% |
| 3M | -5.0% | -1.4% | -3.6% | -4.2% |
| 6M | +5.5% | +5.5% | 0.0% | +0.5% |
| YTD | +10.3% | +12.8% | -2.5% | -0.6% |
| 1Y | +8.2% | +15.4% | -7.3% | -4.4% |
| 3Y | +59.0% | +76.9% | -17.8% | -1.5% |
| 5Y | +104.3% | +60.4% | +43.9% | +35.9% |
| 10Y | +202.4% | +232.8% | -30.3% | +14.1% |
| All | +202.4% | +231.8% | -29.4% | +14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling