+482.7%
GDLC vs VT
+127.0%
+355.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | -3.8% | -1.6% | -2.2% | -1.5% |
| 30D | -9.6% | -2.5% | -7.1% | -6.1% |
| 3M | +21.1% | -1.3% | +22.4% | +23.7% |
| 6M | -0.7% | +3.1% | -3.8% | -4.7% |
| YTD | -15.4% | +10.9% | -26.3% | -26.2% |
| 1Y | -30.9% | +12.1% | -43.0% | -40.5% |
| 3Y | +168.9% | +73.9% | +95.0% | +28.9% |
| 5Y | +9.1% | +58.0% | -48.9% | -38.7% |
| All | +482.7% | +127.0% | +355.6% | +179.0% |
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