+19.0%
GMAB vs VT
+58.5%
-39.5%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.6% | -3.3% | -3.4% |
| 7D | -1.9% | +2.9% | -4.8% | -4.1% |
| 30D | +41.5% | -2.5% | +44.0% | +44.5% |
| 3M | +64.7% | -3.3% | +68.0% | +69.5% |
| 6M | +91.0% | +1.5% | +89.5% | +88.0% |
| YTD | +68.0% | +11.4% | +56.6% | +53.2% |
| 1Y | +69.8% | +11.9% | +57.9% | +54.4% |
| 3Y | +64.5% | +73.9% | -9.4% | +2.7% |
| 5Y | +19.0% | +57.9% | -38.9% | -20.6% |
| All | +19.0% | +58.5% | -39.5% | -20.6% |
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