+17.7%
GFS vs VTRS
+90.6%
-73.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.6% | -7.5% | -6.3% |
| 7D | -12.5% | +2.4% | -14.9% | -13.0% |
| 30D | -16.9% | +9.1% | -26.0% | -18.8% |
| 3M | -22.3% | +9.4% | -31.7% | -24.2% |
| 6M | -40.2% | +28.3% | -68.6% | -45.9% |
| YTD | +16.0% | +58.0% | -42.0% | -3.3% |
| 1Y | +17.7% | +89.7% | -72.1% | -8.7% |
| All | +17.7% | +90.6% | -73.0% | -8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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