+2,064.0%
GS vs VTR
+7,613.2%
-5,549.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +0.8% |
| 7D | +0.9% | -1.7% | +2.6% | +1.5% |
| 30D | -1.6% | -2.4% | +0.9% | -0.8% |
| 3M | -4.5% | +14.8% | -19.3% | -9.7% |
| 6M | +20.9% | +5.3% | +15.5% | +17.5% |
| YTD | +19.9% | +18.1% | +1.8% | +11.8% |
| 1Y | +41.4% | +36.7% | +4.7% | +24.9% |
| 3Y | +239.2% | +130.1% | +109.1% | +145.9% |
| 5Y | +185.0% | +89.5% | +95.5% | +117.6% |
| 10Y | +655.0% | +87.4% | +567.6% | +412.8% |
| All | +2,064.0% | +7,613.2% | -5,549.2% | +707.7% |
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