+2,826.7%
VRT vs GNRC
+245.7%
+2,581.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.5% | +2.1% | +3.0% |
| 7D | +13.6% | +4.8% | +8.8% | +11.5% |
| 30D | +6.8% | -10.4% | +17.1% | +11.7% |
| 3M | -3.2% | -28.5% | +25.2% | +11.4% |
| 6M | +20.3% | -6.8% | +27.1% | +24.6% |
| YTD | +79.6% | +39.5% | +40.1% | +61.2% |
| 1Y | +139.0% | +3.4% | +135.6% | +138.0% |
| 3Y | +644.6% | +65.1% | +579.5% | +517.2% |
| 5Y | +1,024.4% | -57.1% | +1,081.4% | +1,266.0% |
| All | +2,826.7% | +245.7% | +2,581.0% | +1,940.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling