+153.6%
VTR vs GWRE
+741.3%
-587.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.6% |
| 7D | -0.3% | -13.2% | +12.9% | +1.6% |
| 30D | +1.1% | -18.6% | +19.7% | +3.5% |
| 3M | +7.9% | +18.9% | -11.0% | +4.3% |
| 6M | +6.2% | -11.0% | +17.1% | +5.8% |
| YTD | +17.7% | -29.9% | +47.6% | +21.3% |
| 1Y | +32.9% | -44.3% | +77.2% | +42.0% |
| 3Y | +129.7% | +51.7% | +78.0% | +100.6% |
| 5Y | +89.3% | +15.4% | +73.9% | +69.2% |
| 10Y | +99.1% | +129.4% | -30.3% | +60.2% |
| All | +153.6% | +741.3% | -587.7% | +81.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling