-50.0%
VTRS vs GPC
+86.4%
-136.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | -2.2% | -3.2% | +1.0% | -1.1% |
| 30D | +3.3% | +0.5% | +2.8% | +3.1% |
| 3M | +2.0% | +31.7% | -29.8% | -7.9% |
| 6M | +19.9% | +24.7% | -4.8% | +10.2% |
| YTD | +35.7% | +11.8% | +24.0% | +28.4% |
| 1Y | +68.1% | -3.0% | +71.1% | +67.1% |
| 3Y | +87.1% | -1.1% | +88.2% | +79.5% |
| 5Y | +47.6% | +30.5% | +17.1% | +27.0% |
| All | -50.0% | +86.4% | -136.4% | -58.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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