+232.8%
VT vs GD
+202.0%
+30.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.6% | +4.3% | +2.8% |
| 7D | -0.3% | +3.0% | -3.3% | -1.7% |
| 30D | -1.4% | +10.5% | -12.0% | -5.8% |
| 3M | -1.4% | -5.0% | +3.6% | +0.5% |
| 6M | +5.5% | +5.5% | 0.0% | +2.3% |
| YTD | +12.8% | +10.3% | +2.5% | +6.6% |
| 1Y | +15.4% | +8.2% | +7.3% | +10.0% |
| 3Y | +76.9% | +59.0% | +17.8% | +38.5% |
| 5Y | +60.4% | +104.3% | -43.9% | +9.4% |
| 10Y | +232.8% | +202.4% | +30.3% | +98.8% |
| All | +232.8% | +202.0% | +30.8% | +98.8% |
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