+96.3%
VTR vs GWRE
+131.0%
-34.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.6% |
| 7D | -0.3% | -13.2% | +12.9% | +1.9% |
| 30D | +1.1% | -18.6% | +19.7% | +3.8% |
| 3M | +7.9% | +18.9% | -11.0% | +3.5% |
| 6M | +6.2% | -11.0% | +17.1% | +5.7% |
| YTD | +17.7% | -29.9% | +47.6% | +22.3% |
| 1Y | +32.9% | -44.3% | +77.2% | +44.6% |
| 3Y | +129.7% | +51.7% | +78.0% | +89.7% |
| 5Y | +89.3% | +15.4% | +73.9% | +62.9% |
| All | +96.3% | +131.0% | -34.6% | +49.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling