+123.4%
VRT vs GM
+52.7%
+70.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.6% | +3.7% | +4.2% |
| 7D | +9.1% | +1.7% | +7.4% | +8.7% |
| 30D | +0.9% | -1.6% | +2.5% | +1.3% |
| 3M | -13.4% | +5.7% | -19.1% | -15.0% |
| 6M | +11.7% | +12.2% | -0.5% | +7.4% |
| YTD | +73.2% | +8.4% | +64.8% | +66.8% |
| 1Y | +123.4% | +52.3% | +71.1% | +124.3% |
| All | +123.4% | +52.7% | +70.7% | +124.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 GM 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