+42.4%
VTR vs GLXY
+2.7%
+39.7%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.1% | +5.2% | +1.0% |
| 7D | -1.8% | -8.9% | +7.1% | -2.1% |
| 30D | +4.0% | +19.9% | -15.9% | +4.8% |
| 3M | +7.8% | -20.0% | +27.8% | +8.0% |
| 6M | +6.4% | +10.5% | -4.2% | +7.1% |
| YTD | +18.3% | +7.9% | +10.4% | +19.5% |
| 1Y | +33.9% | -7.5% | +41.4% | +34.1% |
| All | +42.4% | +2.7% | +39.7% | +41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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