+96.3%
VTR vs GPN
+28.5%
+67.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -0.3% | -4.3% | +4.0% | +1.3% |
| 30D | +1.1% | 0.0% | +1.1% | +0.9% |
| 3M | +7.9% | +35.8% | -27.9% | -4.5% |
| 6M | +6.2% | +22.0% | -15.8% | -3.2% |
| YTD | +17.7% | +15.2% | +2.5% | +8.3% |
| 1Y | +32.9% | +3.5% | +29.4% | +26.7% |
| 3Y | +129.7% | -26.9% | +156.6% | +142.5% |
| 5Y | +89.3% | -44.2% | +133.5% | +118.9% |
| All | +96.3% | +28.5% | +67.8% | +109.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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