+174.0%
GD vs VNQ
+82.3%
+91.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.6% |
| 7D | -1.9% | +2.2% | -4.1% | -3.2% |
| 30D | +10.9% | +7.1% | +3.8% | +6.6% |
| 3M | -6.8% | +0.8% | -7.6% | -7.3% |
| 6M | +7.0% | +2.2% | +4.8% | +5.4% |
| YTD | +11.1% | +12.8% | -1.7% | +3.2% |
| 1Y | +7.0% | +11.7% | -4.7% | 0.0% |
| 3Y | +59.9% | +44.5% | +15.4% | +26.5% |
| 5Y | +102.5% | +7.6% | +94.8% | +89.4% |
| 10Y | +174.0% | +85.2% | +88.8% | +88.4% |
| All | +174.0% | +82.3% | +91.7% | +88.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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