+51.1%
VTRS vs GTLB
-50.1%
+101.3%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.4% | +0.8% |
| 7D | -2.2% | -5.7% | +3.5% | -1.7% |
| 30D | +3.3% | +15.1% | -11.8% | +2.0% |
| 3M | +2.0% | +65.5% | -63.5% | -2.4% |
| 6M | +19.9% | +102.9% | -83.0% | +12.3% |
| YTD | +35.7% | +25.2% | +10.5% | +32.0% |
| 1Y | +68.1% | -5.5% | +73.6% | +67.0% |
| 3Y | +87.1% | -10.9% | +98.0% | +81.7% |
| All | +51.1% | -50.1% | +101.3% | +41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 5y: compounded portfolio wealth divided by compounded GTLB 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…
5y analysis · Full analysis span regression · 6 months rolling