+56.0%
GD vs VTR
+131.9%
-75.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.3% | -1.0% |
| 7D | +1.9% | +0.7% | +1.2% | +1.8% |
| 30D | +9.2% | +6.9% | +2.3% | +7.7% |
| 3M | -7.5% | +1.3% | -8.8% | -7.8% |
| 6M | +5.8% | +2.5% | +3.3% | +4.8% |
| YTD | +9.8% | +18.0% | -8.2% | +5.6% |
| 1Y | +5.8% | +19.5% | -13.7% | +1.4% |
| All | +56.0% | +131.9% | -75.9% | +36.8% |
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