+90.3%
GRBK vs VT
+355.4%
-265.2%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.5% | -3.5% |
| 7D | +3.5% | -0.1% | +3.6% | +3.6% |
| 30D | +1.6% | -3.1% | +4.6% | +5.2% |
| 3M | -9.5% | -3.5% | -6.0% | -5.7% |
| 6M | -3.4% | +0.5% | -3.9% | -4.3% |
| YTD | +1.9% | +10.8% | -8.9% | -10.2% |
| 1Y | +1.2% | +11.9% | -10.7% | -11.8% |
| 3Y | +43.0% | +73.0% | -30.0% | -25.9% |
| 5Y | +152.9% | +58.6% | +94.3% | +50.8% |
| 10Y | +669.2% | +219.2% | +450.0% | +111.2% |
| All | +90.3% | +355.4% | -265.2% | -60.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling