+3,467.6%
GD vs VTR
+1,499.7%
+1,967.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.2% | -1.4% |
| 7D | -5.3% | -1.7% | -3.6% | -5.0% |
| 30D | -6.4% | -2.4% | -4.0% | -6.1% |
| 3M | +5.7% | +14.8% | -9.1% | +3.1% |
| 6M | -0.9% | +5.3% | -6.3% | -2.0% |
| YTD | +8.2% | +18.1% | -9.9% | +4.9% |
| 1Y | +13.4% | +36.7% | -23.3% | +7.2% |
| 3Y | +68.5% | +130.1% | -61.6% | +44.9% |
| 5Y | +97.2% | +89.5% | +7.7% | +73.5% |
| 10Y | +190.2% | +87.4% | +102.8% | +141.8% |
| All | +3,467.6% | +1,499.7% | +1,967.8% | +2,378.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling