+654.4%
VRT vs GIS
-33.3%
+687.7%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.4% | -6.0% | -2.2% |
| 7D | +10.5% | -3.4% | +13.9% | +8.5% |
| 30D | -9.3% | +6.9% | -16.2% | -4.2% |
| 3M | -29.6% | -10.1% | -19.5% | -32.0% |
| 6M | -45.4% | +5.9% | -51.2% | -41.2% |
| YTD | +24.8% | -21.1% | +45.9% | +18.3% |
| 1Y | +23.6% | -22.5% | +46.1% | +16.5% |
| 3Y | +379.7% | -39.0% | +418.7% | +317.9% |
| All | +654.4% | -33.3% | +687.7% | +539.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling