+870.1%
VRT vs GFS
-2.1%
+872.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | 0.0% | -5.6% | -5.6% |
| 7D | -7.7% | +3.2% | -10.9% | -9.3% |
| 30D | -12.0% | -9.6% | -2.4% | -7.2% |
| 3M | -11.7% | -38.5% | +26.8% | +14.1% |
| 6M | -8.1% | -1.3% | -6.8% | -9.4% |
| YTD | +53.2% | +31.8% | +21.4% | +30.7% |
| 1Y | +81.7% | +44.6% | +37.1% | +47.2% |
| 3Y | +535.3% | -20.6% | +555.9% | +553.8% |
| All | +870.1% | -2.1% | +872.2% | +773.3% |
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