+1,678.9%
VRT vs GS
+346.9%
+1,332.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -6.4% | -7.7% | -9.7% |
| 7D | -28.1% | -6.3% | -21.8% | -24.8% |
| 30D | -30.2% | -3.1% | -27.0% | -28.4% |
| 3M | -36.4% | -17.7% | -18.7% | -27.2% |
| 6M | -48.2% | -4.6% | -43.6% | -46.2% |
| YTD | +9.2% | +0.3% | +8.9% | +9.6% |
| 1Y | -7.2% | +11.7% | -19.0% | -13.2% |
| 3Y | +338.7% | +183.6% | +155.1% | +135.9% |
| 5Y | +542.8% | +141.0% | +401.9% | +273.2% |
| All | +1,678.9% | +346.9% | +1,332.0% | +563.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling