+2,723.0%
VRT vs GS
+434.1%
+2,288.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.1% | +4.3% | +4.3% |
| 7D | +9.1% | +0.9% | +8.2% | +8.5% |
| 30D | +0.9% | -1.6% | +2.5% | +1.9% |
| 3M | -13.4% | -4.5% | -8.9% | -10.5% |
| 6M | +11.7% | +20.9% | -9.2% | -1.4% |
| YTD | +73.2% | +19.9% | +53.3% | +53.3% |
| 1Y | +123.4% | +41.4% | +82.0% | +77.1% |
| 3Y | +606.2% | +239.2% | +367.0% | +234.5% |
| 5Y | +899.9% | +185.0% | +714.9% | +412.7% |
| All | +2,723.0% | +434.1% | +2,288.9% | +829.1% |
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