+558.1%
VRT vs GFI
+287.6%
+270.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.3% | +4.9% | +3.8% |
| 7D | -8.4% | -4.9% | -3.5% | -7.6% |
| 30D | -10.9% | +10.7% | -21.6% | -12.5% |
| 3M | -13.7% | +25.6% | -39.3% | -17.7% |
| 6M | -4.1% | -8.3% | +4.1% | -4.0% |
| YTD | +58.7% | +6.3% | +52.4% | +57.0% |
| 1Y | +89.6% | +22.1% | +67.6% | +85.5% |
| 3Y | +558.1% | +289.2% | +269.0% | +527.4% |
| All | +558.1% | +287.6% | +270.5% | +527.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling