-2.8%
GLD vs VTR
+21.9%
-24.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.9% | -3.6% | -2.6% |
| 7D | +2.8% | +3.8% | -1.0% | +3.0% |
| 30D | -4.0% | +10.1% | -14.1% | -3.5% |
| 3M | -8.2% | -1.2% | -7.1% | -8.2% |
| 6M | -14.8% | +4.8% | -19.6% | -13.4% |
| YTD | -6.8% | +18.9% | -25.7% | -1.1% |
| All | -2.8% | +21.9% | -24.6% | +3.7% |
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