-17.4%
GIS vs VTRS
+90.6%
-108.0%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.6% | +3.6% | +4.9% |
| 7D | +8.5% | +2.4% | +6.1% | +7.9% |
| 30D | +15.3% | +9.1% | +6.2% | +13.3% |
| 3M | +0.9% | +9.4% | -8.5% | -0.9% |
| 6M | +7.9% | +28.3% | -20.4% | +3.0% |
| YTD | -17.6% | +58.0% | -75.6% | -23.5% |
| 1Y | -17.4% | +89.7% | -107.1% | -24.4% |
| All | -17.4% | +90.6% | -108.0% | -24.4% |
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