+228.5%
GD vs VTEB
+26.7%
+201.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -5.3% | -0.8% | -4.5% | -4.8% |
| 30D | -6.4% | -1.3% | -5.1% | -5.6% |
| 3M | +5.7% | -2.1% | +7.8% | +7.2% |
| 6M | -0.9% | -1.7% | +0.7% | +0.1% |
| YTD | +8.2% | -0.6% | +8.7% | +8.5% |
| 1Y | +13.4% | +3.1% | +10.4% | +11.2% |
| 3Y | +68.5% | +9.2% | +59.3% | +58.1% |
| 5Y | +97.2% | +2.2% | +95.0% | +94.7% |
| 10Y | +190.2% | +18.8% | +171.4% | +219.7% |
| All | +228.5% | +26.7% | +201.9% | +310.0% |
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