+290.9%
SGDM vs VT
+222.7%
+68.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.5% | -3.7% |
| 7D | -4.7% | +2.9% | -7.6% | -6.5% |
| 30D | -6.1% | -2.5% | -3.6% | -4.3% |
| 3M | -8.3% | -3.3% | -5.0% | -5.9% |
| 6M | -13.4% | +1.5% | -14.9% | -13.5% |
| YTD | -0.6% | +11.4% | -12.0% | -5.8% |
| 1Y | +8.1% | +11.9% | -3.8% | +2.3% |
| 3Y | +216.1% | +73.9% | +142.2% | +131.1% |
| 5Y | +145.1% | +57.9% | +87.2% | +85.8% |
| All | +290.9% | +222.7% | +68.2% | +82.2% |
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