-20.1%
GFS vs VTRS
+158.7%
-178.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.4% | -2.9% |
| 7D | +7.4% | +4.6% | +2.8% | +5.8% |
| 30D | -15.3% | +19.4% | -34.6% | -20.1% |
| 3M | -21.1% | +30.8% | -51.9% | -27.8% |
| 6M | -44.5% | +21.6% | -66.1% | -48.3% |
| YTD | +19.2% | +71.2% | -51.9% | -2.9% |
| 1Y | +27.2% | +97.6% | -70.4% | -1.7% |
| 3Y | -20.1% | +163.9% | -184.0% | -47.0% |
| All | -20.1% | +158.7% | -178.8% | -47.0% |
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