+109.9%
GDS vs VT
+222.7%
-112.7%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.4% | -0.6% | -10.7% | -10.3% |
| 7D | -8.8% | +2.9% | -11.7% | -12.9% |
| 30D | -32.3% | -2.5% | -29.8% | -28.7% |
| 3M | -38.8% | -3.3% | -35.4% | -34.6% |
| 6M | -53.1% | +1.5% | -54.6% | -53.9% |
| YTD | -42.6% | +11.4% | -53.9% | -51.0% |
| 1Y | -37.4% | +11.9% | -49.4% | -47.0% |
| 3Y | +83.3% | +73.9% | +9.4% | -20.7% |
| 5Y | -67.5% | +57.9% | -125.4% | -82.5% |
| All | +109.9% | +222.7% | -112.7% | -43.4% |
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