+238.0%
GM vs VTR
+198.8%
+39.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.4% |
| 7D | -2.4% | -0.3% | -2.1% | -2.3% |
| 30D | -1.1% | +1.1% | -2.2% | -1.5% |
| 3M | +6.1% | +7.9% | -1.8% | +2.5% |
| 6M | +15.0% | +6.2% | +8.8% | +11.3% |
| YTD | +6.0% | +17.7% | -11.7% | -1.7% |
| 1Y | +47.1% | +32.9% | +14.2% | +29.4% |
| 3Y | +170.5% | +129.7% | +40.8% | +86.6% |
| 5Y | +80.5% | +89.3% | -8.8% | +33.4% |
| 10Y | +238.7% | +99.1% | +139.6% | +107.7% |
| All | +238.0% | +198.8% | +39.2% | +41.6% |
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