-92.8%
GDRX vs VT
+118.5%
-211.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.6% | +1.4% | -0.6% |
| 7D | +2.8% | +0.4% | +2.4% | +2.3% |
| 30D | +6.4% | -2.6% | +9.0% | +11.6% |
| 3M | -0.8% | -3.2% | +2.4% | +5.0% |
| 6M | +25.0% | +0.9% | +24.1% | +21.9% |
| YTD | +34.7% | +11.3% | +23.4% | +9.3% |
| 1Y | +17.4% | +14.0% | +3.4% | -9.1% |
| 3Y | -17.8% | +75.8% | -93.6% | -73.7% |
| 5Y | -91.4% | +57.8% | -149.2% | -96.3% |
| All | -92.8% | +118.5% | -211.3% | -98.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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