+916.4%
VRT vs GNRC
-60.2%
+976.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.6% | -3.0% | -4.4% |
| 7D | -7.7% | -0.7% | -7.0% | -7.2% |
| 30D | -12.0% | -15.8% | +3.9% | -4.7% |
| 3M | -11.7% | -24.0% | +12.3% | +0.7% |
| 6M | -8.1% | -13.8% | +5.7% | -1.1% |
| YTD | +53.2% | +33.2% | +20.0% | +39.5% |
| 1Y | +81.7% | -1.8% | +83.5% | +85.0% |
| 3Y | +535.3% | +57.7% | +477.6% | +430.6% |
| 5Y | +916.4% | -59.7% | +976.1% | +1,224.6% |
| All | +916.4% | -60.2% | +976.5% | +1,224.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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