+164.9%
GD vs VTR
+132.2%
+32.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.3% | -0.9% |
| 7D | +1.9% | +0.7% | +1.2% | +1.7% |
| 30D | +9.2% | +6.9% | +2.3% | +7.3% |
| 3M | -7.5% | +1.3% | -8.8% | -7.9% |
| 6M | +5.8% | +2.5% | +3.3% | +4.7% |
| YTD | +9.8% | +18.0% | -8.2% | +4.7% |
| 1Y | +5.8% | +19.5% | -13.7% | +0.5% |
| 3Y | +58.0% | +130.2% | -72.2% | +25.5% |
| 5Y | +100.4% | +93.8% | +6.6% | +63.8% |
| All | +164.9% | +132.2% | +32.7% | +95.2% |
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