+693.9%
VGT vs GD
+190.6%
+503.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +1.6% |
| 7D | -7.2% | -5.0% | -2.3% | -5.0% |
| 30D | -16.1% | +8.9% | -25.0% | -19.5% |
| 3M | -9.2% | -8.0% | -1.1% | -5.9% |
| 6M | -0.7% | +2.9% | -3.6% | -3.0% |
| YTD | +15.6% | +7.1% | +8.5% | +10.0% |
| 1Y | +14.4% | +5.9% | +8.4% | +9.4% |
| 3Y | +105.2% | +53.9% | +51.4% | +60.3% |
| 5Y | +100.0% | +95.4% | +4.6% | +36.6% |
| All | +693.9% | +190.6% | +503.3% | +399.5% |
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