+916.4%
VRT vs GM
+84.5%
+831.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +2.8% | -8.4% | -7.0% |
| 7D | -7.7% | -1.1% | -6.6% | -7.2% |
| 30D | -12.0% | -3.4% | -8.5% | -10.5% |
| 3M | -11.7% | +8.7% | -20.4% | -15.7% |
| 6M | -8.1% | +15.4% | -23.5% | -15.4% |
| YTD | +53.2% | +6.6% | +46.6% | +45.8% |
| 1Y | +81.7% | +51.5% | +30.2% | +41.4% |
| 3Y | +535.3% | +169.3% | +365.9% | +225.7% |
| 5Y | +916.4% | +81.6% | +834.8% | +537.3% |
| All | +916.4% | +84.5% | +831.8% | +537.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling