+1,476.2%
VTR vs GFI
+990.5%
+485.6%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.4% |
| 7D | -0.3% | -4.9% | +4.5% | 0.0% |
| 30D | +1.1% | +10.7% | -9.6% | +0.3% |
| 3M | +7.9% | +25.6% | -17.7% | +5.9% |
| 6M | +6.2% | -8.3% | +14.4% | +6.1% |
| YTD | +17.7% | +6.3% | +11.4% | +16.0% |
| 1Y | +32.9% | +22.1% | +10.8% | +29.1% |
| 3Y | +129.7% | +289.2% | -159.5% | +102.2% |
| 5Y | +89.3% | +531.7% | -442.3% | +58.2% |
| 10Y | +99.1% | +1,043.8% | -944.7% | +51.7% |
| All | +1,476.2% | +990.5% | +485.6% | +1,092.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling