+39.4%
GM vs VTR
+22.5%
+16.9%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.5% | +2.1% | +4.8% |
| 7D | +12.1% | +10.0% | +2.0% | +13.2% |
| 30D | +15.2% | +9.6% | +5.6% | +16.0% |
| 3M | +4.9% | -1.2% | +6.1% | +4.7% |
| 6M | +22.6% | +2.8% | +19.8% | +24.0% |
| YTD | +14.4% | +17.4% | -3.0% | +23.6% |
| 1Y | +39.4% | +22.0% | +17.4% | +53.9% |
| All | +39.4% | +22.5% | +16.9% | +53.9% |
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 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