+155.6%
GS vs VTR
+92.3%
+63.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.6% |
| 7D | +5.9% | +0.2% | +5.7% | +5.8% |
| 30D | +4.3% | +5.5% | -1.2% | +2.6% |
| 3M | -11.7% | -0.9% | -10.7% | -11.5% |
| 6M | -3.2% | -0.4% | -2.8% | -3.8% |
| YTD | +5.8% | +17.0% | -11.2% | -1.0% |
| 1Y | +16.0% | +18.0% | -1.9% | +8.2% |
| 3Y | +199.8% | +127.4% | +72.4% | +112.2% |
| All | +155.6% | +92.3% | +63.3% | +91.1% |
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