+239.8%
SGDM vs VT
+73.6%
+166.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.5% | -4.9% | -4.8% |
| 7D | +12.9% | -0.1% | +13.1% | +12.9% |
| 30D | -1.7% | -3.1% | +1.4% | +2.1% |
| 3M | -1.3% | -3.5% | +2.2% | +3.3% |
| 6M | -5.4% | +0.5% | -5.8% | -4.6% |
| YTD | +5.8% | +10.8% | -4.9% | -2.0% |
| 1Y | +20.2% | +11.9% | +8.3% | +10.4% |
| All | +239.8% | +73.6% | +166.2% | +89.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling