+1,479.7%
VTR vs GPC
+874.8%
+604.9%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.1% | -0.5% |
| 7D | +0.7% | -1.3% | +2.0% | +1.3% |
| 30D | +6.9% | -6.0% | +12.9% | +10.1% |
| 3M | +1.3% | -7.6% | +8.9% | +5.1% |
| 6M | +2.5% | +24.2% | -21.8% | -9.7% |
| YTD | +18.0% | +2.7% | +15.3% | +12.1% |
| 1Y | +19.5% | +0.2% | +19.3% | +14.7% |
| 3Y | +130.2% | -0.8% | +131.0% | +109.7% |
| 5Y | +93.8% | +4.4% | +89.4% | +67.2% |
| 10Y | +131.5% | +74.5% | +57.0% | +42.3% |
| All | +1,479.7% | +874.8% | +604.9% | +289.9% |
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