+130.9%
GDS vs VT
+223.7%
-92.8%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -4.7% |
| 7D | +2.3% | +0.4% | +1.9% | +1.6% |
| 30D | -28.1% | -2.6% | -25.5% | -24.4% |
| 3M | -30.4% | -3.2% | -27.2% | -25.9% |
| 6M | -49.7% | +0.9% | -50.6% | -50.1% |
| YTD | -36.2% | +11.3% | -47.5% | -45.7% |
| 1Y | -32.2% | +14.0% | -46.2% | -44.5% |
| 3Y | +108.6% | +75.8% | +32.8% | -11.5% |
| 5Y | -62.3% | +57.8% | -120.1% | -79.7% |
| 10Y | +130.9% | +219.8% | -88.9% | -36.1% |
| All | +130.9% | +223.7% | -92.8% | -36.1% |
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 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