+14.4%
GMAB vs VT
+53.4%
-39.0%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.5% |
| 7D | -6.0% | -2.3% | -3.7% | -4.2% |
| 30D | +46.3% | -5.0% | +51.3% | +52.7% |
| 3M | +79.8% | -4.9% | +84.7% | +87.6% |
| 6M | +92.3% | -1.5% | +93.8% | +94.0% |
| YTD | +74.1% | +8.5% | +65.6% | +62.2% |
| 1Y | +86.0% | +11.4% | +74.6% | +69.6% |
| 3Y | +85.9% | +70.1% | +15.8% | +17.6% |
| All | +14.4% | +53.4% | -39.0% | -20.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling