+226.3%
VTV vs GD
+189.7%
+36.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.4% |
| 7D | +0.3% | -3.5% | +3.8% | +2.1% |
| 30D | +0.1% | -9.0% | +9.2% | +5.0% |
| 3M | +6.2% | +5.1% | +1.1% | +3.1% |
| 6M | +13.5% | -1.0% | +14.5% | +13.2% |
| YTD | +18.9% | +7.3% | +11.5% | +13.1% |
| 1Y | +25.8% | +12.4% | +13.4% | +16.6% |
| 3Y | +68.7% | +73.7% | -5.0% | +20.4% |
| 5Y | +80.3% | +93.8% | -13.4% | +19.1% |
| 10Y | +226.3% | +190.6% | +35.7% | +64.2% |
| All | +226.3% | +189.7% | +36.6% | +64.2% |
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