+377.4%
VT vs GD
+539.7%
-162.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.9% |
| 7D | +0.4% | -5.3% | +5.7% | +3.4% |
| 30D | +1.0% | -6.4% | +7.4% | +4.6% |
| 3M | +2.4% | +5.7% | -3.3% | -1.2% |
| 6M | +12.0% | -0.9% | +13.0% | +11.5% |
| YTD | +15.3% | +8.2% | +7.2% | +8.8% |
| 1Y | +22.6% | +13.4% | +9.2% | +12.4% |
| 3Y | +74.7% | +68.5% | +6.2% | +24.8% |
| 5Y | +66.1% | +97.2% | -31.0% | +6.4% |
| 10Y | +225.0% | +190.2% | +34.8% | +53.7% |
| All | +377.4% | +539.7% | -162.2% | +21.1% |
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