+455.3%
GDLC price history and return analytics
+127.8%
+327.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.6% | -4.8% | -5.9% |
| 7D | -3.2% | +0.4% | -3.6% | -3.9% |
| 30D | -10.5% | -2.6% | -7.9% | -7.1% |
| 3M | +13.9% | -3.2% | +17.1% | +19.5% |
| 6M | -7.4% | +0.9% | -8.4% | -8.5% |
| YTD | -19.4% | +11.3% | -30.7% | -30.1% |
| 1Y | -32.6% | +14.0% | -46.6% | -43.4% |
| 3Y | +150.0% | +75.8% | +74.1% | +17.8% |
| 5Y | +1.3% | +57.8% | -56.6% | -43.2% |
| All | +455.3% | +127.8% | +327.5% | +164.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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