+800.7%
GLD vs VTRS
+24.1%
+776.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.7% |
| 7D | +0.7% | -0.1% | +0.9% | +0.7% |
| 30D | +0.3% | +1.9% | -1.5% | +0.3% |
| 3M | +0.6% | +5.1% | -4.4% | +0.6% |
| 6M | -15.6% | +20.1% | -35.7% | -15.6% |
| YTD | +0.9% | +36.6% | -35.7% | +0.9% |
| 1Y | +19.4% | +64.1% | -44.7% | +19.4% |
| 3Y | +124.5% | +86.4% | +38.1% | +124.7% |
| 5Y | +138.9% | +40.9% | +98.1% | +139.0% |
| 10Y | +213.3% | -48.7% | +262.0% | +212.6% |
| All | +800.7% | +24.1% | +776.6% | +771.0% |
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 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