-93.0%
GDRX vs VT
+118.6%
-211.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.6% | -3.2% | -2.7% |
| 7D | +0.6% | +2.9% | -2.3% | -4.3% |
| 30D | +1.7% | -2.5% | +4.2% | +6.7% |
| 3M | -2.2% | -3.3% | +1.1% | +3.8% |
| 6M | +30.5% | +1.5% | +29.0% | +25.9% |
| YTD | +29.5% | +11.4% | +18.2% | +5.1% |
| 1Y | +14.7% | +11.9% | +2.8% | -7.9% |
| 3Y | -26.7% | +73.9% | -100.6% | -76.0% |
| 5Y | -91.6% | +57.9% | -149.5% | -96.4% |
| All | -93.0% | +118.6% | -211.7% | -98.2% |
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