+192.2%
GD vs VTEB
+18.2%
+173.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.7% |
| 7D | -3.1% | -0.7% | -2.4% | -2.6% |
| 30D | -10.9% | -2.1% | -8.9% | -9.6% |
| 3M | +2.5% | -2.7% | +5.1% | +4.5% |
| 6M | -1.7% | -2.1% | +0.4% | -0.2% |
| YTD | +6.1% | -1.1% | +7.3% | +7.0% |
| 1Y | +11.7% | +1.3% | +10.4% | +10.6% |
| 3Y | +71.8% | +9.0% | +62.8% | +60.4% |
| 5Y | +92.2% | +1.5% | +90.7% | +90.6% |
| 10Y | +192.2% | +18.5% | +173.7% | +221.8% |
| All | +192.2% | +18.2% | +173.9% | +221.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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