+659.5%
VRT vs GFS
-13.3%
+672.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.3% | -3.4% | -3.3% |
| 7D | -17.7% | -5.3% | -12.4% | -14.6% |
| 30D | -20.0% | -15.8% | -4.2% | -12.0% |
| 3M | -28.1% | -18.6% | -9.4% | -19.6% |
| 6M | -42.8% | -45.0% | +2.1% | -22.5% |
| YTD | +20.0% | +16.8% | +3.2% | +9.5% |
| 1Y | +3.5% | +17.8% | -14.3% | -5.8% |
| 3Y | +366.1% | -21.5% | +387.6% | +386.9% |
| 5Y | +632.2% | -29.3% | +661.5% | +633.3% |
| All | +659.5% | -13.3% | +672.8% | +631.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 10y: compounded portfolio wealth divided by compounded GFS 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…
10y analysis · Full analysis span regression · 6 months rolling