+227.0%
SGDM vs VT
+214.1%
+12.8%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.1% | +6.4% | +5.1% |
| 7D | +6.1% | -4.2% | +10.3% | +9.1% |
| 30D | -1.7% | -5.8% | +4.1% | +2.4% |
| 3M | +5.1% | -5.2% | +10.4% | +9.2% |
| 6M | +2.9% | +0.1% | +2.8% | +3.8% |
| YTD | +4.2% | +8.2% | -4.0% | +0.9% |
| 1Y | +27.0% | +10.1% | +16.9% | +21.9% |
| 3Y | +205.7% | +69.7% | +136.1% | +129.7% |
| 5Y | +176.4% | +53.4% | +123.0% | +116.1% |
| 10Y | +247.4% | +219.2% | +28.2% | +86.0% |
| All | +227.0% | +214.1% | +12.8% | +75.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling