+132.4%
VTR vs GGLL
+153.6%
-21.2%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.5% | -1.7% | +0.8% |
| 7D | +3.2% | +6.3% | -3.2% | +3.2% |
| 30D | +9.1% | -35.1% | +44.2% | +9.4% |
| 3M | -3.6% | -37.7% | +34.1% | -3.2% |
| 6M | +3.8% | -54.1% | +57.9% | +4.7% |
| YTD | +17.8% | -29.4% | +47.2% | +17.5% |
| 1Y | +20.5% | -13.4% | +33.9% | +19.5% |
| 3Y | +132.4% | +158.3% | -25.9% | +119.2% |
| All | +132.4% | +153.6% | -21.2% | +119.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling