+232.6%
GD vs VTEB
+28.5%
+204.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.1% | +2.2% | +2.2% |
| 7D | -3.0% | +1.1% | -4.2% | -3.8% |
| 30D | +9.3% | +4.5% | +4.8% | +6.2% |
| 3M | -7.2% | -0.2% | -7.0% | -7.1% |
| 6M | +5.5% | -0.2% | +5.7% | +5.6% |
| YTD | +9.5% | +0.8% | +8.6% | +8.8% |
| 1Y | +6.4% | +1.3% | +5.2% | +5.5% |
| 3Y | +59.8% | +12.2% | +47.7% | +47.3% |
| 5Y | +98.0% | +3.8% | +94.2% | +93.4% |
| 10Y | +177.4% | +23.1% | +154.3% | +213.9% |
| All | +232.6% | +28.5% | +204.1% | +311.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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