+96.3%
VTR vs GNRC
+448.8%
-352.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.9% | -3.4% | -1.0% |
| 7D | -0.3% | -0.2% | -0.1% | -0.3% |
| 30D | +1.1% | -15.7% | +16.8% | +3.9% |
| 3M | +7.9% | -27.3% | +35.2% | +12.9% |
| 6M | +6.2% | -12.1% | +18.2% | +6.1% |
| YTD | +17.7% | +37.1% | -19.4% | +7.4% |
| 1Y | +32.9% | -0.5% | +33.4% | +27.9% |
| 3Y | +129.7% | +61.5% | +68.2% | +92.4% |
| 5Y | +89.3% | -58.6% | +147.9% | +104.5% |
| All | +96.3% | +448.8% | -352.5% | +13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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