+1,704.0%
GS vs VTR
+7,529.0%
-5,825.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | 0.0% | -0.2% |
| 7D | -3.2% | +4.7% | -7.9% | -4.7% |
| 30D | -2.4% | +10.9% | -13.3% | -6.0% |
| 3M | -15.7% | -3.2% | -12.5% | -15.1% |
| 6M | -6.8% | +3.7% | -10.4% | -9.0% |
| YTD | -0.1% | +16.8% | -16.9% | -6.7% |
| 1Y | +12.1% | +21.3% | -9.2% | +3.2% |
| 3Y | +185.8% | +119.0% | +66.7% | +110.6% |
| 5Y | +140.1% | +94.0% | +46.1% | +81.8% |
| 10Y | +505.2% | +112.3% | +393.0% | +293.2% |
| All | +1,704.0% | +7,529.0% | -5,825.0% | +574.4% |
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