+36.7%
VTR vs GWRE
-25.4%
+62.1%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -19.9% | +17.9% | -2.3% |
| 7D | -1.7% | -21.1% | +19.4% | -2.0% |
| 30D | -2.4% | +1.3% | -3.7% | -2.1% |
| 3M | +14.8% | +7.4% | +7.3% | +14.6% |
| 6M | +5.3% | +5.6% | -0.3% | +5.9% |
| YTD | +18.1% | -19.2% | +37.3% | +18.5% |
| 1Y | +36.7% | -25.1% | +61.9% | +37.0% |
| All | +36.7% | -25.4% | +62.1% | +37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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