+561.7%
VTRS vs GAP
+2,098.4%
-1,536.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.4% |
| 7D | -3.3% | -6.3% | +3.0% | -2.2% |
| 30D | +1.4% | -0.2% | +1.6% | +1.1% |
| 3M | +4.6% | 0.0% | +4.6% | +4.1% |
| 6M | +18.1% | -8.1% | +26.2% | +18.5% |
| YTD | +34.7% | -16.5% | +51.1% | +36.8% |
| 1Y | +65.6% | -10.5% | +76.1% | +65.6% |
| 3Y | +83.8% | +104.0% | -20.2% | +51.0% |
| 5Y | +46.5% | +6.8% | +39.7% | +28.8% |
| 10Y | -48.6% | +26.9% | -75.5% | -60.4% |
| All | +561.7% | +2,098.4% | -1,536.8% | +69.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling