-39.3%
VG vs GD
+37.6%
-77.0%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.6% |
| 7D | +1.7% | -5.3% | +6.9% | +4.8% |
| 30D | +16.0% | -6.4% | +22.4% | +20.6% |
| 3M | +9.7% | +5.7% | +4.0% | +4.3% |
| 6M | +29.6% | -0.9% | +30.5% | +29.0% |
| YTD | +112.0% | +8.2% | +103.9% | +95.6% |
| 1Y | +12.8% | +13.4% | -0.6% | +1.4% |
| All | -39.3% | +37.6% | -77.0% | -54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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