+154.7%
GS vs VTRS
+76.5%
+78.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.4% | -0.9% |
| 7D | +5.1% | +9.0% | -3.8% | +2.6% |
| 30D | +2.4% | +19.8% | -17.4% | -2.7% |
| 3M | -11.5% | +29.3% | -40.8% | -17.8% |
| 6M | -2.5% | +22.2% | -24.7% | -8.4% |
| YTD | +5.5% | +69.9% | -64.5% | -10.6% |
| 1Y | +11.0% | +94.4% | -83.4% | -9.7% |
| 3Y | +200.1% | +154.8% | +45.2% | +112.8% |
| 5Y | +154.7% | +80.8% | +73.9% | +90.2% |
| All | +154.7% | +76.5% | +78.2% | +90.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling