+2,486.9%
VRT vs GM
+160.1%
+2,326.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.6% | +4.2% | +3.9% |
| 7D | -8.4% | -2.4% | -5.9% | -7.4% |
| 30D | -10.9% | -1.1% | -9.7% | -10.5% |
| 3M | -13.7% | +6.1% | -19.8% | -16.4% |
| 6M | -4.1% | +15.0% | -19.1% | -10.8% |
| YTD | +58.7% | +6.0% | +52.8% | +52.3% |
| 1Y | +89.6% | +47.1% | +42.5% | +54.3% |
| 3Y | +558.1% | +170.5% | +387.6% | +279.2% |
| 5Y | +953.0% | +80.5% | +872.5% | +615.2% |
| All | +2,486.9% | +160.1% | +2,326.7% | +1,063.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling