+2,486.9%
VRT vs GIS
+8.2%
+2,478.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.3% | +3.9% | +3.5% |
| 7D | -8.4% | -6.4% | -2.0% | -10.1% |
| 30D | -10.9% | -6.1% | -4.8% | -12.3% |
| 3M | -13.7% | +7.8% | -21.5% | -11.1% |
| 6M | -4.1% | -8.8% | +4.7% | -4.4% |
| YTD | +58.7% | -19.1% | +77.9% | +54.9% |
| 1Y | +89.6% | -24.8% | +114.4% | +83.4% |
| 3Y | +558.1% | -37.6% | +595.7% | +521.4% |
| 5Y | +953.0% | -25.4% | +978.4% | +881.8% |
| All | +2,486.9% | +8.2% | +2,478.7% | +2,236.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling