+816.6%
GLD vs VTR
+654.7%
+161.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.5% |
| 3M | -1.1% | +14.8% | -15.9% | -1.6% |
| 6M | -13.8% | +5.3% | -19.1% | -14.0% |
| YTD | +2.6% | +18.1% | -15.5% | +2.1% |
| 1Y | +24.5% | +36.7% | -12.2% | +23.2% |
| 3Y | +125.8% | +130.1% | -4.2% | +120.1% |
| 5Y | +137.8% | +89.5% | +48.3% | +132.3% |
| 10Y | +221.4% | +87.4% | +134.0% | +211.2% |
| All | +816.6% | +654.7% | +161.9% | +729.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling