+206.1%
GLD vs VTR
+130.3%
+75.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.2% |
| 7D | -4.6% | +0.2% | -4.8% | -4.6% |
| 30D | -5.5% | +5.5% | -10.9% | -5.7% |
| 3M | -10.9% | -0.9% | -10.0% | -10.9% |
| 6M | -17.4% | -0.4% | -17.0% | -17.5% |
| YTD | -10.3% | +17.0% | -27.3% | -11.1% |
| 1Y | -7.2% | +18.0% | -25.1% | -8.0% |
| 3Y | +96.9% | +127.4% | -30.5% | +89.4% |
| 5Y | +103.8% | +92.3% | +11.5% | +96.4% |
| All | +206.1% | +130.3% | +75.8% | +195.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling