+224.3%
VTV vs GD
+178.9%
+45.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.3% | -0.1% |
| 7D | -2.2% | -5.0% | +2.8% | +0.3% |
| 30D | +2.2% | +8.9% | -6.7% | -2.2% |
| 3M | +0.3% | -8.0% | +8.4% | +4.4% |
| 6M | +8.3% | +2.9% | +5.4% | +5.9% |
| YTD | +18.5% | +7.1% | +11.5% | +12.7% |
| 1Y | +23.0% | +5.9% | +17.1% | +17.6% |
| 3Y | +72.6% | +53.9% | +18.8% | +32.2% |
| 5Y | +73.3% | +95.4% | -22.2% | +13.6% |
| All | +224.3% | +178.9% | +45.5% | +79.6% |
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