+6.1%
GD vs VTR
+22.0%
-15.9%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.1% | -0.1% |
| 7D | +0.6% | +1.4% | -0.7% | +0.4% |
| 30D | +9.5% | +8.2% | +1.2% | +7.9% |
| 3M | -5.8% | +4.6% | -10.4% | -6.8% |
| 6M | +7.7% | +4.3% | +3.4% | +5.8% |
| YTD | +11.1% | +19.0% | -8.0% | +9.7% |
| 1Y | +6.1% | +21.6% | -15.5% | +5.9% |
| All | +6.1% | +22.0% | -15.9% | +5.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling