+93.8%
GD vs VTRS
+40.7%
+53.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.6% |
| 7D | -3.5% | -0.1% | -3.4% | -3.5% |
| 30D | -9.0% | +1.9% | -10.9% | -9.3% |
| 3M | +5.1% | +5.1% | 0.0% | +4.3% |
| 6M | -1.0% | +20.1% | -21.1% | -3.4% |
| YTD | +7.3% | +36.6% | -29.2% | +2.9% |
| 1Y | +12.4% | +64.1% | -51.7% | +5.2% |
| 3Y | +73.7% | +86.4% | -12.7% | +57.1% |
| 5Y | +93.8% | +40.9% | +52.9% | +73.8% |
| All | +93.8% | +40.7% | +53.1% | +73.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling