+1,476.2%
VTR vs GFI
+1,015.3%
+460.9%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-11.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.6% |
| 7D | -0.3% | -2.7% | +2.4% | -0.1% |
| 30D | +1.1% | +13.2% | -12.1% | +0.1% |
| 3M | +7.9% | +28.5% | -20.6% | +5.7% |
| 6M | +6.2% | -6.2% | +12.3% | +6.0% |
| YTD | +17.7% | +8.7% | +9.0% | +15.8% |
| 1Y | +32.9% | +24.8% | +8.0% | +28.9% |
| 3Y | +129.7% | +298.0% | -168.3% | +101.9% |
| 5Y | +89.3% | +546.0% | -456.7% | +58.0% |
| 10Y | +99.1% | +1,069.8% | -970.6% | +51.5% |
| All | +1,476.2% | +1,015.3% | +460.9% | +1,090.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 1990-01-01 to 2026-09-11: compounded portfolio wealth divided by compounded GFI 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…
1990-01-01 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling