+1,917.9%
VRT vs GD
+124.6%
+1,793.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +2.3% | +7.4% | +8.5% |
| 7D | -10.6% | -3.0% | -7.6% | -8.9% |
| 30D | -17.4% | +9.3% | -26.7% | -20.8% |
| 3M | -26.4% | -7.2% | -19.2% | -23.6% |
| 6M | -41.0% | +5.5% | -46.5% | -42.9% |
| YTD | +23.8% | +9.5% | +14.3% | +16.0% |
| 1Y | +11.6% | +6.4% | +5.2% | +6.4% |
| 3Y | +403.5% | +59.8% | +343.6% | +278.2% |
| 5Y | +647.0% | +98.0% | +549.1% | +401.4% |
| All | +1,917.9% | +124.6% | +1,793.2% | +998.5% |
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