+19,851.2%
GD vs VTRS
+567.8%
+19,283.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.7% |
| 7D | -5.3% | +3.3% | -8.6% | -5.7% |
| 30D | -6.4% | -3.6% | -2.8% | -6.0% |
| 3M | +5.7% | +7.0% | -1.3% | +4.6% |
| 6M | -0.9% | +17.5% | -18.4% | -3.4% |
| YTD | +8.2% | +38.8% | -30.6% | +2.8% |
| 1Y | +13.4% | +69.2% | -55.8% | +4.7% |
| 3Y | +68.5% | +77.5% | -9.0% | +52.3% |
| 5Y | +97.2% | +39.9% | +57.3% | +81.3% |
| 10Y | +190.2% | -47.1% | +237.3% | +191.8% |
| All | +19,851.2% | +567.8% | +19,283.4% | +15,548.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling