-10.3%
GFS vs VTRS
+95.4%
-105.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.4% | -2.9% |
| 7D | +7.4% | +4.6% | +2.8% | +5.9% |
| 30D | -15.3% | +19.4% | -34.6% | -19.9% |
| 3M | -21.1% | +30.8% | -51.9% | -27.6% |
| 6M | -44.5% | +21.6% | -66.1% | -48.3% |
| YTD | +19.2% | +71.2% | -51.9% | -1.5% |
| 1Y | +27.2% | +97.6% | -70.4% | +0.1% |
| 3Y | -20.1% | +163.9% | -184.0% | -44.8% |
| 5Y | -25.6% | +82.1% | -107.7% | -47.7% |
| All | -10.3% | +95.4% | -105.7% | -36.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling