+481.7%
GIS vs VTR
+1,484.0%
-1,002.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.0% | -1.5% |
| 7D | -8.6% | -2.9% | -5.7% | -8.4% |
| 30D | -0.5% | -2.8% | +2.3% | -0.2% |
| 3M | +11.9% | +9.0% | +2.9% | +11.0% |
| 6M | -11.6% | +5.0% | -16.5% | -12.0% |
| YTD | -16.3% | +16.9% | -33.3% | -17.6% |
| 1Y | -21.8% | +34.3% | -56.0% | -23.8% |
| 3Y | -35.7% | +131.6% | -167.2% | -40.4% |
| 5Y | -22.9% | +88.0% | -110.9% | -27.7% |
| 10Y | -16.8% | +97.8% | -114.6% | -24.5% |
| All | +481.7% | +1,484.0% | -1,002.2% | +368.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling