+1,474.1%
VTR vs GAP
+329.6%
+1,144.5%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | -2.4% | +1.7% | -4.1% | -2.7% |
| 30D | -3.7% | +9.3% | -13.1% | -5.9% |
| 3M | +13.5% | +6.1% | +7.4% | +11.3% |
| 6M | +7.2% | -2.3% | +9.5% | +6.1% |
| YTD | +17.6% | -10.6% | +28.2% | +17.8% |
| 1Y | +35.4% | -4.4% | +39.8% | +32.7% |
| 3Y | +132.8% | +118.3% | +14.5% | +72.0% |
| 5Y | +88.7% | +12.2% | +76.5% | +53.0% |
| 10Y | +87.6% | +33.7% | +53.9% | +26.2% |
| All | +1,474.1% | +329.6% | +1,144.5% | +690.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling