-13.8%
GLD vs VTR
+5.6%
-19.3%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -0.8% |
| 7D | -0.5% | -1.7% | +1.2% | -0.5% |
| 30D | +4.4% | -2.4% | +6.8% | +4.4% |
| 3M | -1.1% | +14.8% | -15.9% | -1.4% |
| 6M | -13.8% | +5.3% | -19.1% | -9.9% |
| All | -13.8% | +5.6% | -19.3% | -9.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling