+46.4%
VTRS vs GAP
+8.7%
+37.6%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.9% | -2.1% | +0.3% |
| 7D | -2.2% | -4.1% | +1.9% | -1.6% |
| 30D | +3.3% | +6.2% | -2.9% | +2.0% |
| 3M | +2.0% | -0.7% | +2.7% | +1.6% |
| 6M | +19.9% | -7.1% | +27.1% | +20.2% |
| YTD | +35.7% | -14.1% | +49.8% | +37.1% |
| 1Y | +68.1% | -8.5% | +76.6% | +67.3% |
| 3Y | +87.1% | +115.4% | -28.3% | +50.3% |
| All | +46.4% | +8.7% | +37.6% | +22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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