+154.3%
VTRS vs GGLL
+210.8%
-56.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.8% | +0.9% |
| 7D | +4.6% | +7.7% | -3.1% | +3.9% |
| 30D | +19.4% | -30.2% | +49.6% | +22.7% |
| 3M | +30.8% | -31.3% | +62.0% | +34.4% |
| 6M | +21.6% | -52.1% | +73.7% | +29.0% |
| YTD | +71.2% | -25.9% | +97.0% | +71.6% |
| 1Y | +97.6% | -8.5% | +106.1% | +93.2% |
| 3Y | +163.9% | +165.5% | -1.7% | +116.8% |
| All | +154.3% | +210.8% | -56.5% | +107.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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