-100.0%
GDC vs VT
+225.1%
-325.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.3% | -4.1% | -7.2% | -7.7% |
| 7D | -18.5% | -4.2% | -14.3% | -15.1% |
| 30D | -19.1% | -5.8% | -13.3% | -14.3% |
| 3M | -33.3% | -5.2% | -28.1% | -29.7% |
| 6M | -99.9% | +0.1% | -100.1% | -99.9% |
| YTD | -99.9% | +8.2% | -108.1% | -99.9% |
| 1Y | -99.9% | +10.1% | -110.0% | -99.9% |
| 3Y | -99.9% | +69.7% | -169.5% | -99.9% |
| 5Y | -100.0% | +53.4% | -153.4% | -100.0% |
| 10Y | -100.0% | +219.2% | -319.2% | -100.0% |
| All | -100.0% | +225.1% | -325.1% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling