+73.9%
VT vs GD
+63.2%
+10.7%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.2% | 0.0% |
| 7D | -1.6% | +5.5% | -7.1% | -2.9% |
| 30D | -2.5% | +14.0% | -16.5% | -5.7% |
| 3M | -1.3% | -1.6% | +0.3% | -0.9% |
| 6M | +3.1% | +9.3% | -6.2% | +0.3% |
| YTD | +10.9% | +13.3% | -2.3% | +6.4% |
| 1Y | +12.1% | +11.5% | +0.5% | +8.0% |
| All | +73.9% | +63.2% | +10.7% | +47.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling