+1,481.1%
VTR vs GPC
+995.7%
+485.4%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.1% | -2.6% |
| 7D | -1.7% | +1.2% | -2.9% | -2.3% |
| 30D | -2.4% | +6.0% | -8.4% | -5.4% |
| 3M | +14.8% | +42.6% | -27.8% | -5.3% |
| 6M | +5.3% | +22.8% | -17.4% | -6.9% |
| YTD | +18.1% | +15.5% | +2.6% | +6.0% |
| 1Y | +36.7% | +2.0% | +34.7% | +30.4% |
| 3Y | +130.1% | -1.4% | +131.5% | +111.5% |
| 5Y | +89.5% | +30.6% | +58.9% | +44.8% |
| 10Y | +87.4% | +80.6% | +6.8% | +13.8% |
| All | +1,481.1% | +995.7% | +485.4% | +268.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling