-87.9%
GDEV vs VT
+118.1%
-206.0%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +1.7% | +9.1% | +10.4% |
| 7D | -3.5% | -0.3% | -3.2% | -3.4% |
| 30D | -16.8% | -1.4% | -15.4% | -16.4% |
| 3M | -23.6% | -1.4% | -22.2% | -23.3% |
| 6M | -37.5% | +5.5% | -43.0% | -38.5% |
| YTD | -35.3% | +12.8% | -48.2% | -37.4% |
| 1Y | -56.5% | +15.4% | -71.9% | -58.2% |
| 3Y | -49.5% | +76.9% | -126.3% | -57.4% |
| 5Y | -85.5% | +60.4% | -145.9% | -87.1% |
| All | -87.9% | +118.1% | -206.0% | -89.5% |
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