+1,391.9%
GIS vs VTRS
+548.0%
+843.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.3% | -3.0% |
| 7D | -8.4% | -3.3% | -5.1% | -8.1% |
| 30D | -5.2% | +1.4% | -6.6% | -5.3% |
| 3M | +8.2% | +4.6% | +3.5% | +7.7% |
| 6M | -12.0% | +18.1% | -30.1% | -13.5% |
| YTD | -18.9% | +34.7% | -53.5% | -21.2% |
| 1Y | -23.6% | +65.6% | -89.3% | -27.3% |
| 3Y | -37.6% | +83.8% | -121.4% | -41.6% |
| 5Y | -25.2% | +46.5% | -71.7% | -29.3% |
| 10Y | -19.3% | -48.6% | +29.2% | -19.2% |
| All | +1,391.9% | +548.0% | +843.9% | +839.3% |
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