+3.5%
VRT vs GS
+16.6%
-13.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.4% | -3.6% | -3.5% |
| 7D | -17.7% | +1.6% | -19.3% | -18.6% |
| 30D | -20.0% | +1.7% | -21.7% | -20.6% |
| 3M | -28.1% | -11.6% | -16.5% | -19.9% |
| 6M | -42.8% | -1.9% | -40.9% | -41.3% |
| YTD | +20.0% | +5.1% | +14.9% | +12.3% |
| 1Y | +3.5% | +16.4% | -12.9% | -7.6% |
| All | +3.5% | +16.6% | -13.1% | -7.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling