+206.7%
GMAB vs VT
+224.4%
-17.7%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -1.4% |
| 7D | -2.3% | -0.7% | -1.6% | -1.6% |
| 30D | +44.2% | -1.7% | +45.9% | +46.4% |
| 3M | +74.6% | -2.3% | +76.9% | +78.3% |
| 6M | +105.8% | +1.5% | +104.2% | +102.4% |
| YTD | +74.9% | +12.0% | +62.9% | +58.2% |
| 1Y | +77.7% | +12.9% | +64.9% | +59.9% |
| 3Y | +71.3% | +74.9% | -3.7% | +4.5% |
| 5Y | +24.8% | +59.9% | -35.1% | -18.0% |
| 10Y | +206.7% | +224.6% | -18.0% | -3.7% |
| All | +206.7% | +224.4% | -17.7% | -3.7% |
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 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