+110.0%
VTR vs GGLL
+328.4%
-218.4%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.4% | -0.4% |
| 7D | -2.4% | +1.9% | -4.3% | -2.5% |
| 30D | -3.7% | -9.7% | +6.0% | -3.2% |
| 3M | +13.5% | -18.0% | +31.6% | +14.4% |
| 6M | +7.2% | +15.3% | -8.1% | +5.2% |
| YTD | +17.6% | +2.2% | +15.4% | +16.1% |
| 1Y | +35.4% | +73.1% | -37.7% | +27.8% |
| 3Y | +132.8% | +242.7% | -109.9% | +94.9% |
| All | +110.0% | +328.4% | -218.4% | +60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 10y: compounded portfolio wealth divided by compounded GGLL 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…
10y analysis · Full analysis span regression · 6 months rolling