+174.0%
GD vs VTRS
-33.8%
+207.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.8% | -0.3% | +1.2% |
| 7D | -1.9% | +10.2% | -12.1% | -3.6% |
| 30D | +10.9% | +18.2% | -7.3% | +7.6% |
| 3M | -6.8% | +29.0% | -35.8% | -11.0% |
| 6M | +7.0% | +23.2% | -16.2% | +2.8% |
| YTD | +11.1% | +71.4% | -60.3% | +0.1% |
| 1Y | +7.0% | +112.3% | -105.2% | -7.3% |
| 3Y | +59.9% | +157.1% | -97.1% | +30.6% |
| 5Y | +102.5% | +77.0% | +25.5% | +73.6% |
| 10Y | +174.0% | -31.8% | +205.8% | +157.7% |
| All | +174.0% | -33.8% | +207.8% | +157.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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