+2,267.4%
VGT vs GD
+1,143.8%
+1,123.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +1.2% |
| 7D | +1.0% | -5.3% | +6.3% | +3.8% |
| 30D | +1.3% | -6.4% | +7.7% | +4.7% |
| 3M | -1.1% | +5.7% | -6.8% | -4.6% |
| 6M | +32.6% | -0.9% | +33.6% | +31.8% |
| YTD | +29.0% | +8.2% | +20.8% | +21.8% |
| 1Y | +39.7% | +13.4% | +26.3% | +28.4% |
| 3Y | +120.9% | +68.5% | +52.4% | +60.5% |
| 5Y | +133.6% | +97.2% | +36.4% | +54.2% |
| 10Y | +792.6% | +190.2% | +602.4% | +352.5% |
| All | +2,267.4% | +1,143.8% | +1,123.6% | +441.6% |
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