+1,250.4%
VUG vs GD
+1,143.8%
+106.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | +0.4% |
| 7D | -0.1% | -5.3% | +5.2% | +2.6% |
| 30D | -0.3% | -6.4% | +6.1% | +2.9% |
| 3M | -0.7% | +5.7% | -6.4% | -3.9% |
| 6M | +14.6% | -0.9% | +15.6% | +14.1% |
| YTD | +9.0% | +8.2% | +0.9% | +3.3% |
| 1Y | +14.9% | +13.4% | +1.4% | +6.1% |
| 3Y | +86.0% | +68.5% | +17.6% | +37.3% |
| 5Y | +76.7% | +97.2% | -20.5% | +19.0% |
| 10Y | +411.3% | +190.2% | +221.1% | +166.0% |
| All | +1,250.4% | +1,143.8% | +106.7% | +231.0% |
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