-93.0%
GDRX vs VT
+125.3%
-218.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.7% | +2.0% |
| 7D | +1.7% | +1.0% | +0.7% | -0.1% |
| 30D | -4.3% | -0.2% | -4.1% | -4.1% |
| 3M | +33.8% | +4.5% | +29.3% | +22.3% |
| 6M | +54.4% | +14.1% | +40.3% | +20.0% |
| YTD | +29.9% | +14.8% | +15.1% | -0.2% |
| 1Y | -14.6% | +21.2% | -35.8% | -40.7% |
| 3Y | -43.0% | +76.6% | -119.6% | -81.7% |
| 5Y | -91.2% | +66.6% | -157.8% | -96.6% |
| All | -93.0% | +125.3% | -218.3% | -98.3% |
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