-38.0%
VG vs GD
+36.6%
-74.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +2.9% | +2.6% |
| 7D | -2.5% | -3.5% | +1.0% | -0.5% |
| 30D | +11.1% | -9.0% | +20.1% | +17.4% |
| 3M | +14.9% | +5.1% | +9.8% | +9.6% |
| 6M | +18.4% | -1.0% | +19.4% | +17.7% |
| YTD | +116.6% | +7.3% | +109.3% | +100.7% |
| 1Y | +9.4% | +12.4% | -3.1% | -1.2% |
| All | -38.0% | +36.6% | -74.6% | -53.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling