+112.9%
GDO vs VT
+437.0%
-324.0%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -0.5% | +0.4% | -0.9% | -0.6% |
| 30D | -0.8% | +1.0% | -1.7% | -1.0% |
| 3M | -2.3% | +2.4% | -4.7% | -3.0% |
| 6M | -4.0% | +12.0% | -16.0% | -7.0% |
| YTD | -6.4% | +15.3% | -21.8% | -10.2% |
| 1Y | -3.1% | +22.6% | -25.7% | -8.6% |
| 3Y | +18.8% | +74.7% | -55.9% | +1.6% |
| 5Y | -5.9% | +66.1% | -72.1% | -19.1% |
| 10Y | +41.0% | +225.0% | -184.0% | +1.5% |
| All | +112.9% | +437.0% | -324.0% | +36.0% |
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