-30.0%
GORO vs VT
+224.4%
-254.4%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.1% | -4.6% | -4.2% |
| 7D | +9.1% | -0.7% | +9.8% | +9.5% |
| 30D | -2.0% | -1.7% | -0.3% | -0.8% |
| 3M | +37.7% | -2.3% | +40.0% | +40.3% |
| 6M | -22.9% | +1.5% | -24.5% | -23.6% |
| YTD | -26.3% | +12.0% | -38.4% | -31.6% |
| 1Y | -6.7% | +12.9% | -19.5% | -13.9% |
| 3Y | +2,700.0% | +74.9% | +2,625.1% | +1,736.8% |
| 5Y | +180.0% | +59.9% | +120.1% | +100.2% |
| 10Y | -30.0% | +224.6% | -254.6% | -57.6% |
| All | -30.0% | +224.4% | -254.4% | -57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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