+1,053.9%
GD vs VNQ
+392.5%
+661.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.5% |
| 7D | -5.3% | -1.3% | -4.0% | -4.8% |
| 30D | -6.4% | -2.9% | -3.5% | -5.3% |
| 3M | +5.7% | +0.8% | +4.9% | +5.3% |
| 6M | -0.9% | +2.5% | -3.4% | -2.1% |
| YTD | +8.2% | +10.6% | -2.5% | +3.7% |
| 1Y | +13.4% | +9.1% | +4.4% | +9.4% |
| 3Y | +68.5% | +31.0% | +37.5% | +49.8% |
| 5Y | +97.2% | +4.9% | +92.2% | +89.9% |
| 10Y | +190.2% | +59.5% | +130.7% | +136.5% |
| All | +1,053.9% | +392.5% | +661.4% | +468.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling