-23.9%
GDLC vs VT
+15.2%
-39.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.7% | +1.5% | +0.4% |
| 7D | -1.6% | -0.3% | -1.3% | -1.0% |
| 30D | -8.1% | -1.4% | -6.7% | -5.7% |
| 3M | +24.4% | -1.4% | +25.8% | +27.7% |
| 6M | +0.3% | +5.5% | -5.2% | -8.9% |
| YTD | -12.7% | +12.8% | -25.5% | -28.8% |
| 1Y | -23.9% | +15.4% | -39.3% | -41.1% |
| All | -23.9% | +15.2% | -39.1% | -41.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling