+238.0%
GM vs VTRS
+6.8%
+231.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.9% |
| 7D | -2.4% | -2.2% | -0.2% | -1.7% |
| 30D | -1.1% | +3.3% | -4.4% | -2.3% |
| 3M | +6.1% | +2.0% | +4.1% | +5.0% |
| 6M | +15.0% | +19.9% | -5.0% | +7.4% |
| YTD | +6.0% | +35.7% | -29.8% | -5.6% |
| 1Y | +47.1% | +68.1% | -21.0% | +21.1% |
| 3Y | +170.5% | +87.1% | +83.4% | +108.7% |
| 5Y | +80.5% | +47.6% | +32.9% | +47.6% |
| 10Y | +238.7% | -48.2% | +286.9% | +245.0% |
| All | +238.0% | +6.8% | +231.2% | +86.5% |
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 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