+408.9%
VUG vs GD
+190.3%
+218.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | +0.3% |
| 7D | -0.1% | -5.3% | +5.2% | +2.2% |
| 30D | -0.3% | -6.4% | +6.1% | +2.5% |
| 3M | -0.7% | +5.7% | -6.4% | -3.5% |
| 6M | +14.6% | -0.9% | +15.6% | +14.3% |
| YTD | +9.0% | +8.2% | +0.9% | +4.1% |
| 1Y | +14.9% | +13.4% | +1.4% | +7.1% |
| 3Y | +86.0% | +68.5% | +17.6% | +41.5% |
| 5Y | +76.7% | +97.2% | -20.5% | +23.8% |
| All | +408.9% | +190.3% | +218.6% | +195.7% |
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