-50.0%
VTRS vs GFI
+1,093.3%
-1,143.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.8% |
| 7D | -2.2% | -2.7% | +0.5% | -2.1% |
| 30D | +3.3% | +13.2% | -9.9% | +2.9% |
| 3M | +2.0% | +28.5% | -26.5% | +1.1% |
| 6M | +19.9% | -6.2% | +26.1% | +19.8% |
| YTD | +35.7% | +8.7% | +27.0% | +35.1% |
| 1Y | +68.1% | +24.8% | +43.2% | +66.6% |
| 3Y | +87.1% | +298.0% | -210.9% | +80.2% |
| 5Y | +47.6% | +546.0% | -498.4% | +40.0% |
| All | -50.0% | +1,093.3% | -1,143.3% | -50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 10y: compounded portfolio wealth divided by compounded GFI 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…
10y analysis · Full analysis span regression · 6 months rolling