-25.7%
GIS vs VTRS
+47.1%
-72.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.4% |
| 7D | -6.4% | -2.2% | -4.2% | -6.1% |
| 30D | -6.1% | +3.3% | -9.4% | -6.5% |
| 3M | +7.8% | +2.0% | +5.9% | +7.5% |
| 6M | -8.8% | +19.9% | -28.7% | -10.9% |
| YTD | -19.1% | +35.7% | -54.9% | -22.3% |
| 1Y | -24.8% | +68.1% | -92.9% | -29.5% |
| 3Y | -37.6% | +87.1% | -124.6% | -42.9% |
| All | -25.7% | +47.1% | -72.8% | -32.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling