+2,010.2%
VRT vs GIS
+3.1%
+2,007.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.0% | +3.5% | +0.8% |
| 7D | +18.6% | -8.1% | +26.7% | +15.5% |
| 30D | -11.7% | +5.3% | -17.0% | -9.5% |
| 3M | -27.3% | -10.5% | -16.7% | -28.7% |
| 6M | -42.9% | +1.8% | -44.7% | -41.3% |
| YTD | +29.5% | -22.9% | +52.4% | +26.0% |
| 1Y | +21.0% | -22.9% | +44.0% | +18.0% |
| 3Y | +403.1% | -40.5% | +443.6% | +373.6% |
| 5Y | +688.8% | -34.9% | +723.7% | +637.0% |
| All | +2,010.2% | +3.1% | +2,007.1% | +1,800.5% |
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 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