+97.3%
VTR vs GPC
+87.0%
+10.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.5% |
| 7D | -1.8% | -1.8% | -0.1% | -1.1% |
| 30D | +4.0% | +0.1% | +3.9% | +3.8% |
| 3M | +7.8% | +37.4% | -29.5% | -6.3% |
| 6M | +6.4% | +25.4% | -19.1% | -4.5% |
| YTD | +18.3% | +12.2% | +6.1% | +9.7% |
| 1Y | +33.9% | -0.3% | +34.3% | +30.6% |
| 3Y | +134.3% | -1.6% | +135.9% | +119.4% |
| 5Y | +90.3% | +31.0% | +59.3% | +48.2% |
| All | +97.3% | +87.0% | +10.3% | +25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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