+70.8%
GD vs VTR
+130.4%
-59.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.2% | -1.4% |
| 7D | -5.3% | -1.7% | -3.6% | -4.9% |
| 30D | -6.4% | -2.4% | -4.0% | -6.0% |
| 3M | +5.7% | +14.8% | -9.1% | +2.6% |
| 6M | -0.9% | +5.3% | -6.3% | -2.3% |
| YTD | +8.2% | +18.1% | -9.9% | +4.2% |
| 1Y | +13.4% | +36.7% | -23.3% | +5.7% |
| All | +70.8% | +130.4% | -59.6% | +45.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling