+188.9%
GS vs VTRS
+40.7%
+148.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | +0.3% |
| 7D | +3.4% | -0.1% | +3.5% | +3.4% |
| 30D | +0.2% | +1.9% | -1.7% | -0.4% |
| 3M | -0.3% | +5.1% | -5.4% | -2.1% |
| 6M | +27.4% | +20.1% | +7.3% | +19.9% |
| YTD | +19.6% | +36.6% | -16.9% | +8.0% |
| 1Y | +42.5% | +64.1% | -21.6% | +21.3% |
| 3Y | +240.4% | +86.4% | +154.1% | +166.0% |
| 5Y | +188.9% | +40.9% | +148.0% | +136.1% |
| All | +188.9% | +40.7% | +148.2% | +136.1% |
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