+728.4%
VGT vs GD
+165.7%
+562.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.7% |
| 7D | +2.5% | +2.7% | -0.2% | +1.2% |
| 30D | -9.5% | +8.6% | -18.1% | -13.0% |
| 3M | -9.5% | -7.1% | -2.4% | -6.7% |
| 6M | -1.8% | +7.5% | -9.2% | -5.9% |
| YTD | +18.4% | +9.9% | +8.5% | +11.3% |
| 1Y | +18.7% | +7.6% | +11.2% | +12.8% |
| 3Y | +103.8% | +56.2% | +47.6% | +57.8% |
| 5Y | +104.4% | +100.6% | +3.7% | +37.1% |
| All | +728.4% | +165.7% | +562.7% | +392.9% |
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