+126.1%
GLD vs VTRS
+84.4%
+41.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.0% |
| 7D | +0.1% | -3.5% | +3.6% | +0.4% |
| 30D | +0.2% | +2.1% | -1.9% | +0.1% |
| 3M | +3.2% | +2.6% | +0.6% | +3.0% |
| 6M | -14.6% | +17.8% | -32.4% | -15.5% |
| YTD | +1.8% | +35.7% | -33.9% | +0.4% |
| 1Y | +20.7% | +63.5% | -42.8% | +18.3% |
| All | +126.1% | +84.4% | +41.7% | +126.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling