-2.4%
GFS vs VTRS
+58.4%
-60.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.6% |
| 7D | +1.0% | +3.3% | -2.3% | -0.1% |
| 30D | -8.6% | -3.6% | -4.9% | -7.7% |
| 3M | -46.5% | +7.0% | -53.5% | -48.2% |
| 6M | -4.8% | +17.5% | -22.3% | -11.0% |
| YTD | +29.7% | +38.8% | -9.1% | +14.6% |
| 1Y | +35.8% | +69.2% | -33.4% | +12.1% |
| 3Y | -18.3% | +77.5% | -95.8% | -36.1% |
| All | -2.4% | +58.4% | -60.8% | -25.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling