+363.3%
GDMN vs VT
+66.2%
+297.1%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | -1.1% | +0.4% | -1.5% | -1.5% |
| 30D | +18.7% | +1.0% | +17.7% | +17.7% |
| 3M | +7.9% | +2.4% | +5.5% | +6.2% |
| 6M | -22.5% | +12.0% | -34.5% | -29.7% |
| YTD | +5.7% | +15.3% | -9.6% | -6.0% |
| 1Y | +56.9% | +22.6% | +34.3% | +32.7% |
| 3Y | +405.5% | +74.7% | +330.8% | +214.7% |
| All | +363.3% | +66.2% | +297.1% | +164.1% |
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 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