+102.9%
VTRS vs GGLL
+328.4%
-225.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | -0.1% | +1.9% | -2.0% | -0.3% |
| 30D | +1.9% | -9.7% | +11.6% | +2.8% |
| 3M | +5.1% | -18.0% | +23.1% | +6.4% |
| 6M | +20.1% | +15.3% | +4.8% | +16.4% |
| YTD | +36.6% | +2.2% | +34.4% | +33.9% |
| 1Y | +64.1% | +73.1% | -9.0% | +51.2% |
| 3Y | +86.4% | +242.7% | -156.3% | +50.8% |
| All | +102.9% | +328.4% | -225.5% | +61.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling