-94.7%
GORO vs VT
+321.7%
-416.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | -0.3% | -2.3% | +2.0% | +1.0% |
| 30D | -4.0% | -5.0% | +1.0% | -1.1% |
| 3M | +48.6% | -4.9% | +53.5% | +53.4% |
| 6M | -25.7% | -1.5% | -24.2% | -25.0% |
| YTD | -30.9% | +8.5% | -39.4% | -33.9% |
| 1Y | -15.3% | +11.4% | -26.7% | -20.2% |
| 3Y | +2,525.0% | +70.1% | +2,454.9% | +1,794.9% |
| 5Y | +162.5% | +53.7% | +108.8% | +101.4% |
| 10Y | -58.6% | +220.0% | -278.5% | -80.4% |
| All | -94.7% | +321.7% | -416.5% | -97.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling