-40.7%
GFS vs VTRS
+23.8%
-64.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.3% | -0.5% |
| 7D | +17.2% | +9.0% | +8.3% | +17.3% |
| 30D | -8.7% | +19.8% | -28.6% | -7.1% |
| 3M | -19.7% | +29.3% | -49.0% | -16.5% |
| 6M | -40.7% | +22.2% | -62.9% | -36.2% |
| All | -40.7% | +23.8% | -64.5% | -36.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling