-23.5%
GFS vs VTRS
+85.6%
-109.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | +0.3% |
| 7D | +2.6% | -0.1% | +2.8% | +2.7% |
| 30D | -16.4% | +1.9% | -18.2% | -16.9% |
| 3M | -41.6% | +5.1% | -46.6% | -43.2% |
| 6M | -3.7% | +20.1% | -23.7% | -11.6% |
| YTD | +29.3% | +36.6% | -7.2% | +13.2% |
| 1Y | +37.1% | +64.1% | -27.0% | +12.0% |
| All | -23.5% | +85.6% | -109.1% | -45.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling