+192.2%
GD vs VTRS
-48.8%
+241.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -1.0% |
| 7D | -3.1% | -3.5% | +0.3% | -2.5% |
| 30D | -10.9% | +2.1% | -13.0% | -11.3% |
| 3M | +2.5% | +2.6% | -0.1% | +1.8% |
| 6M | -1.7% | +17.8% | -19.5% | -4.9% |
| YTD | +6.1% | +35.7% | -29.5% | -0.2% |
| 1Y | +11.7% | +63.5% | -51.8% | +1.3% |
| 3Y | +71.8% | +85.1% | -13.3% | +49.0% |
| 5Y | +92.2% | +42.5% | +49.7% | +71.2% |
| 10Y | +192.2% | -48.2% | +240.4% | +191.2% |
| All | +192.2% | -48.8% | +241.0% | +191.2% |
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