+90.1%
VTR vs GFS
0.0%
+90.1%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.7% | -0.7% |
| 7D | -0.3% | +3.8% | -4.2% | -0.6% |
| 30D | +1.1% | -11.7% | +12.8% | +2.0% |
| 3M | +7.9% | -41.8% | +49.7% | +12.0% |
| 6M | +6.2% | +6.6% | -0.5% | +2.7% |
| YTD | +17.7% | +34.6% | -16.9% | +10.5% |
| 1Y | +32.9% | +46.2% | -13.3% | +23.2% |
| 3Y | +129.7% | -20.3% | +150.0% | +125.7% |
| All | +90.1% | 0.0% | +90.1% | +77.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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