+210.4%
GD vs VT
+226.2%
-15.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.2% | +0.3% |
| 7D | +5.5% | -1.6% | +7.1% | +6.8% |
| 30D | +14.0% | -2.5% | +16.5% | +16.1% |
| 3M | -1.6% | -1.3% | -0.3% | -0.8% |
| 6M | +9.3% | +3.1% | +6.2% | +6.0% |
| YTD | +13.3% | +10.9% | +2.3% | +3.4% |
| 1Y | +11.5% | +12.1% | -0.5% | +1.0% |
| 3Y | +63.2% | +73.9% | -10.7% | +2.4% |
| 5Y | +106.5% | +58.0% | +48.5% | +39.0% |
| All | +210.4% | +226.2% | -15.8% | +18.7% |
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