+996.8%
VRT vs GFS
-3.7%
+1,000.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.5% | +2.8% | +3.5% |
| 7D | +9.1% | +1.0% | +8.1% | +8.6% |
| 30D | +0.9% | -8.6% | +9.5% | +5.4% |
| 3M | -13.4% | -46.5% | +33.2% | +20.3% |
| 6M | +11.7% | -4.8% | +16.5% | +12.4% |
| YTD | +73.2% | +29.7% | +43.6% | +49.3% |
| 1Y | +123.4% | +35.8% | +87.6% | +86.9% |
| 3Y | +606.2% | -18.3% | +624.5% | +617.2% |
| All | +996.8% | -3.7% | +1,000.5% | +897.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling