+361.8%
VRT vs GD
+54.3%
+307.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.6% | +4.1% | +3.7% |
| 7D | -21.4% | -5.0% | -16.4% | -20.0% |
| 30D | -25.8% | +8.9% | -34.7% | -27.4% |
| 3M | -33.5% | -8.0% | -25.5% | -31.7% |
| 6M | -49.0% | +2.9% | -51.9% | -49.4% |
| YTD | +12.9% | +7.1% | +5.9% | +8.7% |
| 1Y | 0.0% | +5.9% | -5.9% | -3.0% |
| 3Y | +361.8% | +53.9% | +307.9% | +275.0% |
| All | +361.8% | +54.3% | +307.5% | +275.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling