+111.1%
GDS vs VT
+214.8%
-103.7%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -4.1% | -1.9% | +0.8% |
| 7D | -5.1% | -4.2% | -0.9% | +2.1% |
| 30D | -29.2% | -5.8% | -23.4% | -21.2% |
| 3M | -32.7% | -5.2% | -27.5% | -25.7% |
| 6M | -51.2% | +0.1% | -51.3% | -50.8% |
| YTD | -37.0% | +8.2% | -45.3% | -43.7% |
| 1Y | -35.7% | +10.1% | -45.8% | -44.1% |
| 3Y | +99.3% | +69.7% | +29.6% | -10.0% |
| 5Y | -62.3% | +53.4% | -115.7% | -78.6% |
| 10Y | +119.8% | +219.2% | -99.4% | -33.0% |
| All | +111.1% | +214.8% | -103.7% | -35.4% |
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 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