+396.2%
VUG vs GD
+180.8%
+215.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -1.4% |
| 7D | -1.2% | -1.9% | +0.7% | -0.4% |
| 30D | -8.9% | +10.9% | -19.8% | -12.9% |
| 3M | -5.9% | -6.8% | +0.8% | -3.3% |
| 6M | -3.3% | +7.0% | -10.3% | -6.8% |
| YTD | +3.4% | +11.1% | -7.7% | -2.6% |
| 1Y | +1.9% | +7.0% | -5.1% | -2.5% |
| 3Y | +76.9% | +59.9% | +17.0% | +38.3% |
| 5Y | +63.9% | +102.5% | -38.6% | +13.2% |
| 10Y | +396.2% | +174.0% | +222.2% | +206.8% |
| All | +396.2% | +180.8% | +215.4% | +206.8% |
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