+188.5%
GD vs VTR
+110.1%
+78.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.6% |
| 7D | -5.0% | +4.7% | -9.6% | -6.1% |
| 30D | +8.9% | +10.9% | -2.0% | +6.1% |
| 3M | -8.0% | -3.2% | -4.8% | -7.4% |
| 6M | +2.9% | +3.7% | -0.8% | +1.6% |
| YTD | +7.1% | +16.8% | -9.7% | +2.4% |
| 1Y | +5.9% | +21.3% | -15.4% | +0.3% |
| 3Y | +53.9% | +119.0% | -65.2% | +24.2% |
| 5Y | +95.4% | +94.0% | +1.5% | +60.1% |
| All | +188.5% | +110.1% | +78.4% | +113.2% |
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