+197.8%
GRBK vs VT
+66.2%
+131.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.5% |
| 7D | -1.0% | +1.0% | -2.0% | -2.3% |
| 30D | -3.6% | -0.2% | -3.4% | -3.3% |
| 3M | +3.4% | +4.5% | -1.1% | -2.8% |
| 6M | +2.8% | +14.1% | -11.2% | -14.3% |
| YTD | +12.1% | +14.8% | -2.6% | -7.6% |
| 1Y | -6.1% | +21.2% | -27.3% | -28.5% |
| 3Y | +54.0% | +76.6% | -22.5% | -33.3% |
| 5Y | +197.8% | +66.6% | +131.2% | +44.8% |
| All | +197.8% | +66.2% | +131.6% | +44.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling