+87.1%
VTRS vs GFI
+287.6%
-200.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +0.9% |
| 7D | -2.2% | -4.9% | +2.7% | -1.9% |
| 30D | +3.3% | +10.7% | -7.4% | +2.6% |
| 3M | +2.0% | +25.6% | -23.6% | +0.4% |
| 6M | +19.9% | -8.3% | +28.2% | +19.9% |
| YTD | +35.7% | +6.3% | +29.4% | +34.8% |
| 1Y | +68.1% | +22.1% | +46.0% | +65.7% |
| 3Y | +87.1% | +289.2% | -202.1% | +73.0% |
| All | +87.1% | +287.6% | -200.6% | +73.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling