+89.8%
VTR vs GFS
-3.9%
+93.8%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.2% | -0.4% |
| 7D | -2.4% | +2.6% | -5.0% | -2.6% |
| 30D | -3.7% | -16.4% | +12.7% | -2.5% |
| 3M | +13.5% | -41.6% | +55.1% | +17.7% |
| 6M | +7.2% | -3.7% | +10.9% | +4.7% |
| YTD | +17.6% | +29.3% | -11.7% | +10.7% |
| 1Y | +35.4% | +37.1% | -1.7% | +26.2% |
| 3Y | +132.8% | -22.1% | +155.0% | +128.8% |
| All | +89.8% | -3.9% | +93.8% | +77.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling