-93.1%
GORO vs VT
+348.3%
-441.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.5% |
| 7D | +13.7% | +0.4% | +13.3% | +13.5% |
| 30D | +92.1% | +1.0% | +91.2% | +91.5% |
| 3M | -2.1% | +2.4% | -4.5% | -3.4% |
| 6M | -7.4% | +12.0% | -19.4% | -13.1% |
| YTD | -9.0% | +15.3% | -24.3% | -16.0% |
| 1Y | +33.0% | +22.6% | +10.4% | +18.1% |
| 3Y | +3,358.3% | +74.7% | +3,283.7% | +2,341.3% |
| 5Y | +159.4% | +66.1% | +93.2% | +88.0% |
| 10Y | -54.9% | +225.0% | -279.9% | -79.1% |
| All | -93.1% | +348.3% | -441.4% | -97.4% |
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