+2,826.7%
VRT vs GFI
+1,511.1%
+1,315.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.1% | +3.7% |
| 7D | +13.6% | +5.7% | +8.0% | +12.8% |
| 30D | +6.8% | +15.6% | -8.8% | +4.7% |
| 3M | -3.2% | +31.5% | -34.7% | -6.9% |
| 6M | +20.3% | -3.7% | +24.1% | +20.0% |
| YTD | +79.6% | +11.2% | +68.4% | +76.3% |
| 1Y | +139.0% | +36.4% | +102.6% | +129.7% |
| 3Y | +644.6% | +313.5% | +331.1% | +530.6% |
| 5Y | +1,024.4% | +528.0% | +496.3% | +774.4% |
| All | +2,826.7% | +1,511.1% | +1,315.6% | +2,079.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling