+113.3%
GLD vs VTR
+102.5%
+10.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.9% | -3.6% | -2.8% |
| 7D | +2.8% | +3.8% | -1.0% | +2.5% |
| 30D | -4.0% | +10.1% | -14.1% | -4.8% |
| 3M | -8.2% | -1.2% | -7.1% | -8.2% |
| 6M | -14.8% | +4.8% | -19.6% | -15.3% |
| YTD | -6.8% | +18.9% | -25.7% | -8.6% |
| 1Y | -2.4% | +21.8% | -24.2% | -4.6% |
| 3Y | +105.8% | +132.0% | -26.2% | +88.2% |
| 5Y | +113.3% | +94.7% | +18.7% | +96.0% |
| All | +113.3% | +102.5% | +10.9% | +96.0% |
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