+96.3%
VTR vs GAP
+31.2%
+65.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.9% | -3.4% | -1.1% |
| 7D | -0.3% | -4.1% | +3.8% | +0.5% |
| 30D | +1.1% | +6.2% | -5.1% | -0.5% |
| 3M | +7.9% | -0.7% | +8.6% | +7.3% |
| 6M | +6.2% | -7.1% | +13.3% | +6.2% |
| YTD | +17.7% | -14.1% | +31.8% | +18.9% |
| 1Y | +32.9% | -8.5% | +41.4% | +31.4% |
| 3Y | +129.7% | +115.4% | +14.3% | +64.3% |
| 5Y | +89.3% | +9.8% | +79.5% | +52.4% |
| All | +96.3% | +31.2% | +65.1% | +8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 10y: compounded portfolio wealth divided by compounded GAP 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…
10y analysis · Full analysis span regression · 6 months rolling