+112.4%
VTR vs GGLL
+194.0%
-81.7%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.0% |
| 7D | +3.8% | +5.1% | -1.3% | +3.6% |
| 30D | +10.1% | -35.5% | +45.6% | +12.1% |
| 3M | -1.2% | -39.2% | +38.0% | +0.9% |
| 6M | +4.8% | -54.4% | +59.1% | +8.4% |
| YTD | +18.9% | -29.8% | +48.7% | +19.0% |
| 1Y | +21.8% | -20.4% | +42.3% | +20.6% |
| 3Y | +132.0% | +149.7% | -17.8% | +95.3% |
| All | +112.4% | +194.0% | -81.7% | +64.1% |
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