+215.0%
GLD vs VTRS
-48.4%
+263.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.6% |
| 7D | -2.0% | -2.2% | +0.2% | -1.9% |
| 30D | -1.5% | +3.3% | -4.8% | -1.6% |
| 3M | +3.2% | +2.0% | +1.2% | +3.2% |
| 6M | -16.3% | +19.9% | -36.2% | -16.5% |
| YTD | +0.6% | +35.7% | -35.1% | +0.3% |
| 1Y | +19.1% | +68.1% | -49.0% | +18.6% |
| 3Y | +123.5% | +87.1% | +36.4% | +122.6% |
| 5Y | +138.5% | +47.6% | +90.9% | +137.3% |
| All | +215.0% | -48.4% | +263.4% | +219.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling