+3.5%
VRT vs GD
+8.1%
-4.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.5% | -4.6% | -3.2% |
| 7D | -17.7% | -1.9% | -15.8% | -17.9% |
| 30D | -20.0% | +10.9% | -30.9% | -19.3% |
| 3M | -28.1% | -6.8% | -21.3% | -28.1% |
| 6M | -42.8% | +7.0% | -49.9% | -41.7% |
| YTD | +20.0% | +11.1% | +8.8% | +11.6% |
| 1Y | +3.5% | +7.0% | -3.5% | +0.3% |
| All | +3.5% | +8.1% | -4.6% | +0.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling