+242.5%
GDMN vs VT
+60.0%
+182.5%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | 0.0% |
| 7D | -10.3% | +2.4% | -12.6% | -12.5% |
| 30D | -7.2% | -1.5% | -5.7% | -5.4% |
| 3M | -17.7% | -4.1% | -13.6% | -13.1% |
| 6M | -30.4% | +0.6% | -31.0% | -29.5% |
| YTD | -21.8% | +11.0% | -32.9% | -27.1% |
| 1Y | -11.8% | +13.3% | -25.2% | -19.1% |
| 3Y | +301.8% | +73.4% | +228.4% | +156.1% |
| All | +242.5% | +60.0% | +182.5% | +104.9% |
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