+129.7%
VTR vs GTLB
-10.9%
+140.6%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.5% |
| 7D | -0.3% | -5.7% | +5.4% | -0.3% |
| 30D | +1.1% | +15.1% | -14.0% | +0.9% |
| 3M | +7.9% | +65.5% | -57.6% | +7.2% |
| 6M | +6.2% | +102.9% | -96.7% | +4.9% |
| YTD | +17.7% | +25.2% | -7.5% | +17.9% |
| 1Y | +32.9% | -5.5% | +38.4% | +34.3% |
| 3Y | +129.7% | -10.9% | +140.6% | +126.0% |
| All | +129.7% | -10.9% | +140.6% | +126.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling