+22.0%
VTR vs GTLB
+6.1%
+15.9%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.5% |
| 7D | +10.0% | -9.7% | +19.7% | +9.3% |
| 30D | +9.6% | +1.7% | +7.9% | +9.8% |
| 3M | -1.2% | +43.6% | -44.8% | +1.0% |
| 6M | +2.8% | +113.0% | -110.2% | +8.2% |
| YTD | +17.4% | +39.5% | -22.1% | +20.5% |
| 1Y | +22.0% | +12.6% | +9.4% | +25.3% |
| All | +22.0% | +6.1% | +15.9% | +25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 1y: compounded portfolio wealth divided by compounded GTLB 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…
1y analysis · Full analysis span regression · 6 months rolling