+1,740.6%
VRT vs GS
+345.3%
+1,395.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.8% | +3.7% |
| 7D | -21.4% | -3.2% | -18.1% | -19.6% |
| 30D | -25.8% | -2.4% | -23.4% | -24.3% |
| 3M | -33.5% | -15.7% | -17.8% | -25.1% |
| 6M | -49.0% | -6.8% | -42.3% | -46.3% |
| YTD | +12.9% | -0.1% | +13.0% | +13.6% |
| 1Y | 0.0% | +12.1% | -12.1% | -6.7% |
| 3Y | +361.8% | +185.8% | +176.0% | +147.3% |
| 5Y | +565.1% | +140.1% | +425.1% | +287.0% |
| All | +1,740.6% | +345.3% | +1,395.3% | +588.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GS.
Daily Out/Under-Performance
Portfolio return minus GS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GS 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 GS 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