+213.1%
GLD vs VTR
+100.2%
+112.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.2% | -2.9% | -1.8% |
| 7D | -3.4% | -1.8% | -1.6% | -3.3% |
| 30D | -1.1% | +4.0% | -5.1% | -1.3% |
| 3M | +5.8% | +7.8% | -2.0% | +5.4% |
| 6M | -17.1% | +6.4% | -23.4% | -17.3% |
| YTD | 0.0% | +18.3% | -18.3% | -0.9% |
| 1Y | +18.2% | +33.9% | -15.7% | +16.5% |
| 3Y | +122.6% | +134.3% | -11.7% | +113.8% |
| 5Y | +137.1% | +90.3% | +46.8% | +128.6% |
| All | +213.1% | +100.2% | +112.9% | +209.6% |
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