-94.2%
GORO vs VT
+330.6%
-424.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.5% | +3.1% | +2.9% |
| 7D | +22.5% | -0.1% | +22.7% | +22.6% |
| 30D | +2.1% | -3.1% | +5.1% | +4.0% |
| 3M | +40.9% | -3.5% | +44.4% | +44.2% |
| 6M | -18.7% | +0.5% | -19.2% | -18.7% |
| YTD | -23.7% | +10.8% | -34.5% | -27.8% |
| 1Y | -3.3% | +11.9% | -15.2% | -9.1% |
| 3Y | +2,800.0% | +73.0% | +2,727.0% | +1,975.1% |
| 5Y | +190.0% | +58.6% | +131.4% | +118.3% |
| 10Y | -33.1% | +219.2% | -252.3% | -68.5% |
| All | -94.2% | +330.6% | -424.8% | -97.7% |
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