+231.1%
GM vs VO
+200.3%
+30.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -1.5% |
| 7D | -2.4% | -1.5% | -0.9% | -0.6% |
| 30D | -1.1% | -3.0% | +1.9% | +2.7% |
| 3M | +6.1% | +2.8% | +3.3% | +2.6% |
| 6M | +15.0% | +10.9% | +4.0% | +1.3% |
| YTD | +6.0% | +12.5% | -6.5% | -8.1% |
| 1Y | +47.1% | +12.0% | +35.1% | +28.2% |
| 3Y | +170.5% | +56.3% | +114.2% | +55.6% |
| 5Y | +80.5% | +42.9% | +37.6% | +18.0% |
| All | +231.1% | +200.3% | +30.8% | -3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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