+210.5%
GMAB vs VT
+223.7%
-13.2%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.6% | +1.4% | +1.8% |
| 7D | +1.6% | +0.4% | +1.2% | +1.3% |
| 30D | +50.5% | -2.6% | +53.1% | +54.0% |
| 3M | +78.6% | -3.2% | +81.8% | +83.8% |
| 6M | +111.1% | +0.9% | +110.2% | +108.7% |
| YTD | +81.2% | +11.3% | +69.9% | +64.8% |
| 1Y | +94.7% | +14.0% | +80.7% | +73.7% |
| 3Y | +79.1% | +75.8% | +3.2% | +8.7% |
| 5Y | +23.8% | +57.8% | -34.1% | -17.7% |
| 10Y | +210.5% | +219.8% | -9.3% | -1.5% |
| All | +210.5% | +223.7% | -13.2% | -1.5% |
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