+467.6%
GDLC price history and return analytics
+122.0%
+345.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.9% |
| 7D | -1.2% | -2.3% | +1.1% | +2.2% |
| 30D | -10.4% | -5.0% | -5.5% | -3.5% |
| 3M | +17.4% | -4.9% | +22.3% | +26.4% |
| 6M | -6.6% | -1.5% | -5.1% | -4.2% |
| YTD | -17.6% | +8.5% | -26.1% | -25.8% |
| 1Y | -28.6% | +11.4% | -40.0% | -38.0% |
| 3Y | +160.0% | +70.1% | +89.9% | +28.6% |
| 5Y | +9.0% | +53.7% | -44.8% | -36.4% |
| All | +467.6% | +122.0% | +345.6% | +180.7% |
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