-89.1%
GDEV vs VT
+114.5%
-203.6%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | 0.0% | -7.1% | -7.1% |
| 7D | -12.9% | -1.6% | -11.3% | -12.5% |
| 30D | -18.7% | -2.5% | -16.2% | -18.1% |
| 3M | -30.0% | -1.3% | -28.7% | -29.8% |
| 6M | -46.8% | +3.1% | -49.9% | -47.3% |
| YTD | -41.7% | +10.9% | -52.6% | -43.2% |
| 1Y | -61.3% | +12.1% | -73.3% | -62.5% |
| 3Y | -54.4% | +73.9% | -128.3% | -61.4% |
| 5Y | -87.0% | +58.0% | -145.0% | -88.4% |
| All | -89.1% | +114.5% | -203.6% | -90.5% |
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