+177.4%
GD vs VTR
+119.4%
+58.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.8% | +1.4% | +2.1% |
| 7D | -3.0% | +3.2% | -6.2% | -3.8% |
| 30D | +9.3% | +9.1% | +0.2% | +6.9% |
| 3M | -7.2% | -3.6% | -3.6% | -6.5% |
| 6M | +5.5% | +3.8% | +1.7% | +4.1% |
| YTD | +9.5% | +17.8% | -8.3% | +4.4% |
| 1Y | +6.4% | +20.5% | -14.1% | +0.9% |
| 3Y | +59.8% | +132.4% | -72.6% | +26.8% |
| 5Y | +98.0% | +99.9% | -1.9% | +60.7% |
| 10Y | +177.4% | +124.3% | +53.1% | +105.4% |
| All | +177.4% | +119.4% | +58.0% | +105.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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