+1,969.0%
VRT vs GD
+126.4%
+1,842.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -2.6% | -10.3% | -11.6% |
| 7D | -15.4% | +3.0% | -18.4% | -16.5% |
| 30D | -19.0% | +10.5% | -29.5% | -22.9% |
| 3M | -23.8% | -5.0% | -18.9% | -22.1% |
| 6M | -37.9% | +5.5% | -43.4% | -40.1% |
| YTD | +27.0% | +10.3% | +16.6% | +18.2% |
| 1Y | +13.8% | +8.2% | +5.6% | +7.3% |
| 3Y | +410.3% | +59.0% | +351.2% | +283.6% |
| 5Y | +666.5% | +104.3% | +562.3% | +405.5% |
| All | +1,969.0% | +126.4% | +1,842.6% | +1,019.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling