+84.5%
VTR vs GFI
+524.1%
-439.6%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.4% |
| 7D | -0.3% | -4.9% | +4.5% | +0.1% |
| 30D | +1.1% | +10.7% | -9.6% | +0.2% |
| 3M | +7.9% | +25.6% | -17.7% | +5.7% |
| 6M | +6.2% | -8.3% | +14.4% | +6.4% |
| YTD | +17.7% | +6.3% | +11.4% | +15.7% |
| 1Y | +32.9% | +22.1% | +10.8% | +28.1% |
| 3Y | +129.7% | +289.2% | -159.5% | +91.9% |
| All | +84.5% | +524.1% | -439.6% | +46.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling