+44.6%
GFS vs VTRS
+63.2%
-18.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.2% |
| 7D | +3.2% | -3.3% | +6.5% | +4.1% |
| 30D | -9.6% | +1.4% | -10.9% | -9.9% |
| 3M | -38.5% | +4.6% | -43.1% | -40.1% |
| 6M | -1.3% | +18.1% | -19.4% | -10.8% |
| YTD | +31.8% | +34.7% | -2.9% | +14.9% |
| 1Y | +44.6% | +65.6% | -21.1% | +16.4% |
| All | +44.6% | +63.2% | -18.7% | +16.4% |
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