+123.4%
VRT vs GFI
+45.3%
+78.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.6% | +5.9% | +4.9% |
| 7D | +9.1% | +3.1% | +6.0% | +7.9% |
| 30D | +0.9% | +27.1% | -26.2% | -7.5% |
| 3M | -13.4% | +21.2% | -34.5% | -20.1% |
| 6M | +11.7% | -4.5% | +16.2% | +11.7% |
| YTD | +73.2% | +11.7% | +61.5% | +63.2% |
| 1Y | +123.4% | +46.0% | +77.4% | +92.4% |
| All | +123.4% | +45.3% | +78.2% | +92.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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