+201.3%
GDS vs VT
+235.5%
-34.2%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -6.1% | +0.4% | -6.6% | -6.8% |
| 30D | -4.0% | +1.0% | -5.0% | -5.4% |
| 3M | -13.4% | +2.4% | -15.8% | -16.6% |
| 6M | -18.0% | +12.0% | -30.0% | -31.7% |
| YTD | -10.1% | +15.3% | -25.5% | -28.3% |
| 1Y | -4.3% | +22.6% | -26.8% | -30.2% |
| 3Y | +155.2% | +74.7% | +80.5% | +9.3% |
| 5Y | -50.2% | +66.1% | -116.4% | -75.2% |
| All | +201.3% | +235.5% | -34.2% | -17.7% |
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