+573.1%
VRT vs GIS
-35.3%
+608.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -1.6% | -8.0% | -11.0% |
| 7D | +2.4% | -8.6% | +11.0% | -5.0% |
| 30D | -2.7% | -0.5% | -2.2% | -2.6% |
| 3M | -9.2% | +11.9% | -21.1% | +2.9% |
| 6M | -0.5% | -11.6% | +11.1% | -6.0% |
| YTD | +62.3% | -16.3% | +78.7% | +48.4% |
| 1Y | +109.6% | -21.8% | +131.3% | +83.6% |
| All | +573.1% | -35.3% | +608.4% | +438.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling