-18.0%
GIS vs VTR
+36.9%
-54.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.0% | -0.5% | -2.0% |
| 7D | -7.8% | -1.7% | -6.2% | -7.5% |
| 30D | +6.6% | -2.4% | +9.0% | +7.1% |
| 3M | +21.0% | +14.8% | +6.2% | +17.2% |
| 6M | -9.1% | +5.3% | -14.4% | -10.9% |
| YTD | -13.6% | +18.1% | -31.7% | -17.9% |
| 1Y | -18.0% | +36.7% | -54.7% | -25.5% |
| All | -18.0% | +36.9% | -54.9% | -25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 1y: compounded portfolio wealth divided by compounded VTR 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…
1y analysis · Full analysis span regression · 6 months rolling