+211.8%
GLD vs VTR
+135.2%
+76.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | -2.0% | +1.4% | -3.3% | -2.0% |
| 30D | -4.4% | +8.2% | -12.7% | -4.8% |
| 3M | -8.9% | +4.6% | -13.5% | -9.1% |
| 6M | -16.0% | +4.3% | -20.3% | -16.2% |
| YTD | -7.9% | +19.0% | -26.9% | -8.7% |
| 1Y | -3.9% | +21.6% | -25.5% | -4.9% |
| 3Y | +103.4% | +132.2% | -28.8% | +95.6% |
| 5Y | +109.7% | +94.4% | +15.3% | +102.1% |
| 10Y | +211.8% | +133.5% | +78.4% | +200.8% |
| All | +211.8% | +135.2% | +76.7% | +200.8% |
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