+429.3%
GDLC vs VOO
+170.1%
+259.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.3% | -3.7% | -3.6% |
| 7D | -7.3% | +3.3% | -10.5% | -11.1% |
| 30D | -15.6% | -2.7% | -12.9% | -12.5% |
| 3M | +10.9% | -1.7% | +12.7% | +13.6% |
| 6M | -12.3% | +3.1% | -15.4% | -15.5% |
| YTD | -23.1% | +11.9% | -35.1% | -32.7% |
| 1Y | -34.4% | +12.1% | -46.5% | -42.6% |
| 3Y | +133.2% | +78.6% | +54.6% | +17.0% |
| 5Y | -2.3% | +73.8% | -76.1% | -47.9% |
| All | +429.3% | +170.1% | +259.2% | +114.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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