+1,085.5%
GD vs VNQ
+402.3%
+683.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.6% |
| 7D | -1.9% | +2.2% | -4.1% | -2.8% |
| 30D | +10.9% | +7.1% | +3.8% | +7.9% |
| 3M | -6.8% | +0.8% | -7.6% | -7.1% |
| 6M | +7.0% | +2.2% | +4.8% | +6.0% |
| YTD | +11.1% | +12.8% | -1.7% | +5.7% |
| 1Y | +7.0% | +11.7% | -4.7% | +2.2% |
| 3Y | +59.9% | +44.5% | +15.4% | +37.0% |
| 5Y | +102.5% | +7.6% | +94.8% | +93.1% |
| 10Y | +174.0% | +85.2% | +88.8% | +112.1% |
| All | +1,085.5% | +402.3% | +683.2% | +479.2% |
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