+346.3%
VRT vs GD
+55.3%
+291.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -2.3% | -11.7% | -13.3% |
| 7D | -28.1% | -3.9% | -24.2% | -27.1% |
| 30D | -30.2% | +8.1% | -38.3% | -31.5% |
| 3M | -36.4% | -6.8% | -29.6% | -34.9% |
| 6M | -48.2% | +3.0% | -51.2% | -48.5% |
| YTD | +9.2% | +7.8% | +1.4% | +4.9% |
| 1Y | -7.2% | +5.8% | -13.0% | -9.9% |
| All | +346.3% | +55.3% | +291.0% | +261.8% |
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