+13.8%
VRT vs GIS
-17.8%
+31.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +5.2% | -18.1% | -8.3% |
| 7D | -15.4% | +8.5% | -23.9% | -8.4% |
| 30D | -19.0% | +15.3% | -34.3% | -7.0% |
| 3M | -23.8% | +0.9% | -24.8% | -20.9% |
| 6M | -37.9% | +7.9% | -45.8% | -29.0% |
| YTD | +27.0% | -17.6% | +44.5% | +18.7% |
| 1Y | +13.8% | -17.4% | +31.2% | +7.5% |
| All | +13.8% | -17.8% | +31.6% | +7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 1y: compounded portfolio wealth divided by compounded GIS 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…
1y analysis · Full analysis span regression · 6 months rolling