+57.7%
VT vs GD
+107.0%
-49.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.2% | -0.1% |
| 7D | -1.6% | +5.5% | -7.1% | -3.4% |
| 30D | -2.5% | +14.0% | -16.5% | -6.7% |
| 3M | -1.3% | -1.6% | +0.3% | -0.9% |
| 6M | +3.1% | +9.3% | -6.2% | -0.4% |
| YTD | +10.9% | +13.3% | -2.3% | +5.3% |
| 1Y | +12.1% | +11.5% | +0.5% | +6.9% |
| 3Y | +73.9% | +63.2% | +10.7% | +40.3% |
| All | +57.7% | +107.0% | -49.3% | +11.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling