-71.7%
GDOT vs VT
+426.0%
-497.8%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.1% | +1.6% | +2.3% |
| 7D | +0.4% | -4.2% | +4.6% | +5.5% |
| 30D | +0.3% | -5.8% | +6.1% | +7.4% |
| 3M | -7.7% | -5.2% | -2.5% | -2.1% |
| 6M | -0.4% | +0.1% | -0.5% | -1.8% |
| YTD | -2.9% | +8.2% | -11.1% | -13.1% |
| 1Y | +2.9% | +10.1% | -7.2% | -9.8% |
| 3Y | +2.0% | +69.7% | -67.7% | -45.8% |
| 5Y | -71.8% | +53.4% | -125.1% | -82.8% |
| 10Y | -42.6% | +219.2% | -261.8% | -82.5% |
| All | -71.7% | +426.0% | -497.8% | -93.8% |
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