+960.3%
VTI vs GD
+1,551.9%
-591.5%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.5% |
| 7D | +0.1% | -5.3% | +5.4% | +2.7% |
| 30D | 0.0% | -6.4% | +6.4% | +3.2% |
| 3M | +2.0% | +5.7% | -3.7% | -1.1% |
| 6M | +13.0% | -0.9% | +13.9% | +12.5% |
| YTD | +13.9% | +8.2% | +5.8% | +8.4% |
| 1Y | +20.0% | +13.4% | +6.6% | +11.3% |
| 3Y | +75.8% | +68.5% | +7.3% | +32.0% |
| 5Y | +73.8% | +97.2% | -23.3% | +19.8% |
| 10Y | +297.5% | +190.2% | +107.3% | +118.7% |
| All | +960.3% | +1,551.9% | -591.5% | +191.0% |
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 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