+192.2%
GD vs VTR
+87.8%
+104.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.0% |
| 7D | -3.1% | -2.9% | -0.2% | -2.4% |
| 30D | -10.9% | -2.8% | -8.1% | -10.3% |
| 3M | +2.5% | +9.0% | -6.5% | 0.0% |
| 6M | -1.7% | +5.0% | -6.6% | -3.2% |
| YTD | +6.1% | +16.9% | -10.8% | +1.6% |
| 1Y | +11.7% | +34.3% | -22.6% | +3.0% |
| 3Y | +71.8% | +131.6% | -59.8% | +36.7% |
| 5Y | +92.2% | +88.0% | +4.2% | +58.7% |
| 10Y | +192.2% | +97.8% | +94.4% | +119.4% |
| All | +192.2% | +87.8% | +104.4% | +119.4% |
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