+1,740.6%
VRT vs GD
+119.7%
+1,620.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.6% | +4.1% | +3.8% |
| 7D | -21.4% | -5.0% | -16.4% | -19.1% |
| 30D | -25.8% | +8.9% | -34.7% | -28.8% |
| 3M | -33.5% | -8.0% | -25.5% | -30.8% |
| 6M | -49.0% | +2.9% | -51.9% | -50.1% |
| YTD | +12.9% | +7.1% | +5.9% | +6.9% |
| 1Y | 0.0% | +5.9% | -5.9% | -4.6% |
| 3Y | +361.8% | +53.9% | +307.9% | +253.6% |
| 5Y | +565.1% | +95.4% | +469.7% | +349.0% |
| All | +1,740.6% | +119.7% | +1,620.9% | +912.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 10y: compounded portfolio wealth divided by compounded GD 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…
10y analysis · Full analysis span regression · 6 months rolling