+2,800.0%
GORO vs VT
+73.6%
+2,726.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.5% | +3.1% | +2.8% |
| 7D | +22.5% | -0.1% | +22.7% | +22.5% |
| 30D | +2.1% | -3.1% | +5.1% | +2.8% |
| 3M | +40.9% | -3.5% | +44.4% | +42.2% |
| 6M | -18.7% | +0.5% | -19.2% | -18.2% |
| YTD | -23.7% | +10.8% | -34.5% | -23.8% |
| 1Y | -3.3% | +11.9% | -15.2% | -3.3% |
| All | +2,800.0% | +73.6% | +2,726.4% | +6,250.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling