+228.8%
VTV vs GD
+165.7%
+63.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +2.9% | +2.7% | +0.3% | +1.6% |
| 30D | +3.8% | +8.6% | -4.8% | -0.6% |
| 3M | +1.6% | -7.1% | +8.6% | +5.1% |
| 6M | +11.2% | +7.5% | +3.7% | +6.4% |
| YTD | +22.0% | +9.9% | +12.1% | +14.5% |
| 1Y | +24.9% | +7.6% | +17.3% | +18.5% |
| 3Y | +78.5% | +56.2% | +22.3% | +35.7% |
| 5Y | +77.8% | +100.6% | -22.9% | +15.0% |
| All | +228.8% | +165.7% | +63.1% | +80.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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