+138.9%
GLD vs VTR
+91.4%
+47.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.7% |
| 7D | +0.7% | -2.4% | +3.1% | +1.0% |
| 30D | +0.3% | -3.7% | +4.1% | +0.6% |
| 3M | +0.6% | +13.5% | -12.9% | -0.8% |
| 6M | -15.6% | +7.2% | -22.8% | -16.2% |
| YTD | +0.9% | +17.6% | -16.7% | -0.9% |
| 1Y | +19.4% | +35.4% | -16.0% | +15.4% |
| 3Y | +124.5% | +132.8% | -8.4% | +105.7% |
| 5Y | +138.9% | +88.7% | +50.3% | +120.0% |
| All | +138.9% | +91.4% | +47.6% | +120.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling