+90.3%
VTR vs GAP
+3.0%
+87.3%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.1% | +3.3% | +1.4% |
| 7D | -1.8% | -6.3% | +4.5% | -1.2% |
| 30D | +4.0% | -0.2% | +4.2% | +3.9% |
| 3M | +7.8% | 0.0% | +7.8% | +7.6% |
| 6M | +6.4% | -8.1% | +14.5% | +6.6% |
| YTD | +18.3% | -16.5% | +34.8% | +19.3% |
| 1Y | +33.9% | -10.5% | +44.4% | +33.6% |
| 3Y | +134.3% | +104.0% | +30.4% | +96.7% |
| 5Y | +90.3% | +6.8% | +83.5% | +63.5% |
| All | +90.3% | +3.0% | +87.3% | +63.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling