+40.7%
GDYN vs VT
+167.2%
-126.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.4% | -2.4% |
| 7D | +54.4% | -1.6% | +56.0% | +56.3% |
| 30D | +66.7% | -2.5% | +69.2% | +70.5% |
| 3M | +96.0% | -1.3% | +97.3% | +97.7% |
| 6M | +130.1% | +3.1% | +127.0% | +119.7% |
| YTD | +48.1% | +10.9% | +37.1% | +28.8% |
| 1Y | +49.4% | +12.1% | +37.3% | +28.3% |
| 3Y | +12.3% | +73.9% | -61.6% | -42.0% |
| 5Y | -53.7% | +58.0% | -111.7% | -72.7% |
| All | +40.7% | +167.2% | -126.4% | -39.8% |
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