+86.2%
GQRE vs VT
+255.9%
-169.6%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.6% | -0.8% | -0.2% |
| 7D | +2.5% | +0.4% | +2.1% | +2.1% |
| 30D | +6.6% | -2.6% | +9.2% | +8.7% |
| 3M | -1.8% | -3.2% | +1.4% | +0.6% |
| 6M | -1.3% | +0.9% | -2.2% | -2.6% |
| YTD | +9.2% | +11.3% | -2.2% | -0.7% |
| 1Y | +10.0% | +14.0% | -4.0% | -1.9% |
| 3Y | +45.4% | +75.8% | -30.5% | -9.6% |
| 5Y | +4.2% | +57.8% | -53.6% | -29.6% |
| 10Y | +53.9% | +219.8% | -165.9% | -40.3% |
| All | +86.2% | +255.9% | -169.6% | -32.6% |
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 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